Back to Assignment Attempts Keep the Highest/1 3. Problem 8.07 (Portfolio Required Return) ebook Problem Walk-Through Suppose you are the money manager of a $4.22 million investment fund. The fund consists of four stocks with the following investments and betas: Stock Investment Beta A $ 460,000 1.50 B 500,000 (0.50) 960,000 1.25 D 2,300,000 0.95 If the market's required rate of return is 12% and the risk free rate is 6%, what is the fund's required rate of return? De not round Intermediate calculations, Round your answer to two decimal places