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10. Assume that you are the portfolio manager of a $30 million hedge fund that contains the following stocks. The required rate of return on

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10. Assume that you are the portfolio manager of a $30 million hedge fund that contains the following stocks. The required rate of return on the market is 10.00% and the risk-free rate is 3.50%. What rate of return should investors expect (and require) on this fund? Stock A B D Amount $10,500,000 $8,500,000 $7,500,000 $3,500,000 $30,000,000 Beta 1.25 0.85 1.14 0.95

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