Joel Foster is the portfolio manager of the SF Fund, a $2.75 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 A $1,075,000 1.20 B 675,000 0.50 C 500,000 1.40 D 500,000 0.75 2,750,000 Select the correct answer. a. 10.85% b. 10.95% c. 10.90% d. 11.00% e. 11.05%