Rocky Mountain Fund, a $2 million hedge fund, contains the following stocks (see table below). The required rate of return on the market is 10.00% and the risk-free rate is 3.00%. What rate of return should investors expect (and require) on this fund? Amount Beta $1,075,000 1.20 Stock A 625,000 0.50 Stock B Stock C 300,000 0.75 $2,000,000 8.32% 8.66% 10.04% 9.40%