(b)Mr. Ahsan is holding a $100 million portfolio that consists of the following six stocks:

Stock

Amount Invested

Beta

A

$10 million

1.4

B

5 million

1.0

C

18 million

0.8

D

13 million

1.2

E

24 million

0.7

F

30 million

1.3

The portfolio has a required return of 13 percent, and the market risk premium is 5.5 percent.Calculate the required return on Stock A, B, C, D, E, and F?