The Global Investment Fund holds 4 stocks. The market risk premium equals 6.25% and the risk- free rate is 7.00%. The Fund's investments and the betas on those investments are as follows: Stock Investment Beta $ 200,000 1.50 B 300,000 -0.50 500,000 1.25 D $1,000,000 0.75 Compute the required return on the portfolio using the Security Market Line equation (the CAPM) (round off to one decimal). 11.2% 10.1% 11.8% 09.6% O 10.6%