Quantitative Problem: You are holding a portfolio with the following investments and betas: Stock Dollar investment Beta A B $250,000 1.15 200,000 1.50 300,000 0.65 D 250,000 -0.35 Total investment $1,000,000 The market's required return is 9% 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. %