Joel Foster is the portfolio manager of the SF Fund, a $2.9 million hedge fund that contains the following stocks. The required rate of return on the market is 11.00% and the risk-free rate is 5.00%. What rate of return should investors expect (and require) on this fund? Stock Amount Beta $1,075,000 1.20 B 675,000 0.50 650,000 1.40 D 500,000 0.75 2,900,000 Select the correct answer. O a. 10.87% O b. 10.91% O c. 11.03% O d. 10.95% e. 10.99%