Quantitative Problem: You are holding a portfolio with the following investments and betas: Stock Dollar investment Beta A B $200,000 100,000 500,000 200,000 $1,000,000 1.35 1.5 0.65 D -0.2 Total investment 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. %