Quantitative Problem: You are holding a portfolio with the following investments and betas: Dollar investment Beta Stock A B $200,000 100,000 300,000 400,000 1.25 1.60 0.65 -0.25 C D 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