1. Assume that you are the portfolio manager of the RTW Fund, a $4 million trust fund that contains the following stocks. The required rate of return on the market is 10.00% and the risk-free rate is 4.50%. What rate of return should investors expect (and require) on this fund? Stock Amount Beta $1,075,000 1.20 675,000 0.50 750,000 1.40 1,500,000 0.75 $4,000,000