In addition to risk-free securities, you are currently invested in the Tanglewood fund, a broad-based fund of stocks and other securities with an expected return of 12% and a volatility of 20%. Currently, the risk-free rate of interest is 3%. Your broker suggests that you add a venture capital fund to your current portfolio. The venture capital fund has an expected return of 25% a volatility of 75%, and correlation of 0.16 with the Tanglewood Fund. What is the required rate of return you should use as a benchmark? O 9.26% O 9.32% 9.12% 8.76% 8.40%