Quantitative Problem: You are holding a portfolio with the following investments and betas: Dollar investment Beta Stock $250,000 150,000 300,000 300,000 A B D Total investment $1,000,000 The market's required return is 11% and the risk-free rate is 4%. What is the portfolio's required return? Do not round intermediate calculations. Round your answer to three decimal places. % 1.25 1.50 0.75 -0.35