In addition to risk-free securities, you are currently invested in the Tanglewood Fund, a broadbased fund of stocks and other securities with an expected return of 10.39% and a volatility of 27.22%. Currently, the risk-free rate of interest is 3.11%. Your broker suggests that you add a venture capital fund to your current portfolio. The venture capital fund has an expected return of 21.55%, a volatility of 64.24%, and a correlation of 0.19 with the Tanglewood Fund. Calculate the required return and use it to decide whether you should add the venture capital fund to your portfolio.