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5. (10 points) Consider the following 4-stock portfolio: The market required rate of return is 12 percent and the risk-free rate is 4 percent. a.

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5. (10 points) Consider the following 4-stock portfolio: The market required rate of return is 12 percent and the risk-free rate is 4 percent. a. Find the required rates of return of the four stocks in the portfolio. (4 marks) b. Find p, the beta of this portfolio. (3 marks) c. Use the portfolio p you obtained in part b. and the SML to find the required rate of return of the portfolio

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