Joel Foster is the portfolio manager of the SF Fund, a $$3\mathrm{.}2$ million hedge fund that contains the following stocks. The required rate of return on the market is $11\mathrm{.}00\%$ and the risk$-$free rate is $5\mathrm{.}00\%.$ What rate of return should investors expect $($and require$)$ on this fund?

Stock Amount Beta

A $$1,075,0001\mathrm{.}20$

B $675,0000\mathrm{.}50$

C $950,0001\mathrm{.}40$

D $500,0000\mathrm{.}75$

$3,200,000$

Select the correct answer.

a$.11\mathrm{.}16\%$

b$.11\mathrm{.}19\%$

c$.11\mathrm{.}25\%$

d$.11\mathrm{.}22\%$

e$.11\mathrm{.}28\%$