QUESTION 1 Assume that you are the portfolio manager of the SF Fund, a $3 million hedge fund that contains the following stocks. The required rate of return on the market is 11.00% and the risk-free rate is 2.00%. What rate of return should investors expect and require) on this fund? Do not round your intermediate calculations. Stock Amount Beta A $525,000 1.20 B 0.50 $675,000 $1,300,000 1.40 D $500,000 0.75 $3,000,000 O a. 9.88% b.13.67% c. 9.53% d. 11.49% e. 10.68%