Quantitative Problem: You are holding a portfolio with the following investments and betas: Stock Dollar investment Beta 1.35 B $300,000 200,000 500,000 1.5 C 0.85 D 0 -0.3 Total investment $1,000,000 The market's required return is 9% and the risk-free rate is 5%. What is the portfolio's required return? Round your answer to 3 decimal places. Do not round intermediate calculations. %