Stock You are holding a portfolio with the following investments and betas: % Dollar investment Beta A $200,000 B 200,000 C 300,000 D 300,000 Total investment $1,000,000 The market's required return is 11% and the risk-free rate is 5%. What is the portfolio's required return? Do not round intermediate calculations. Round your answer to three decimal places. 1.25 1.50 0.80 -0.30