vemg SK, Wtle a stock with beta less than 1 is considered to have low risk Quantitative Problem: You are holding a portfolio with the following inwestments and betas: Stock Dollar investment Beta A $200,000 1.2 200,000 1.5 500,000 0.7 D 100,000 -0.15 Total investment 1,000,000 The market's required return is 11% and the risk-free rate is 4 %. What is the portfolio's required return? Round your answer to 3 decimal places. Do not round intermedate calculations. Check My Work (3 remaining)