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 $1,075,000 1.20 B $675,000 0.50 C $750,000 1.40 -D $500,000 0.75 $3,000,000 a, 11.16% b. 9.93 c. 9.37% d. 9.7176 e. 10.82%