Problem 8.07 Question 2 of 6 Check My Work (2 remaining) Click here to read the eBook: Risk in a Portfolio Context: The CAPM Problem Walk-Through PORTFOLIO REQUIRED RETURN Suppose you are the money manager of a $4.96 million investment fund. The fund consists of four stocks with the following investments and betas Stock Investment 440,000 420,000 1,500,000 2,600,000 Beta 1.50 (0.50) 1.25 0.75 If the market's required rate of return is 11% and the risk-free rate is 6%, what is the fund's required rate of return? Do not round intermediate calculations. Round your answer to two decimal places. Check My Work (2 remaining) 0Icon Key Problem 8.07 4 Question 2 of 6