Quantitative Problem: You are holding a portfolio with the following investments and betas: Beta Stock A Dollar investment $250,000 200,000 400,000 150,000 1.15 1.50 0.85 -0.15 B C 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