The risk-free rate of interest is 4% and the market risk premium is 7%. Hughes Corporation has a beta of 1.3, and last year generated a return of 11% with a standard deviation of returns of 15%. The required return on Hughes Corporation stock is: 11% 13.1% 12.2% 11.5% An investor currently holds the following portfolio: Stock A $12,000 Beta = 1.4Stock B $18,000 Beta = 1.2Stock C $20,000 Beta = 1.6The beta for the portfolio is: 1.576 1.398 1.408 1.400