Quantitative Problem: You are holding a portfolio with the following investments and betas: Stock Dollar investment Beta A $200,000 1.25 B 200,000 1.70 400,000 0.75 D 200,000 -0.35 Total investment $1,000,000 The market's required return is 10% and the risk-free rate is 3%. What is the portfolio's required return? Do not round intermediate calculations. Round your answer to three decimal places. %