In addition to risk-fiee securities you are currently inverted in the Tanglewood fund, a broadbssed fund of stocks and other securities with an expected return of 12% and a volatity of 25%. Cumenty. the risk-free rate of interest is 37. Your broker suggests that you add a venture capital fund to your current portfolio. The venture capital fund has an expected return of 20%, a volatility of 1976, and a correlation of 0.6 with the Tanglewood fund. Calculate the required return that make venture capital fund an attractive addition. a. 20.37% b. 10.11% c. 7.10% d. 13.03%