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9. Portfolio beta and weights Brandon is an analyst at a wealth management firm. One of his cilents holds a $7,500 portfolio that consists of

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9. Portfolio beta and weights Brandon is an analyst at a wealth management firm. One of his cilents holds a $7,500 portfolio that consists of four stocks. The investment allocation In the portfolio along with the contribution of risk from each stock.1s given in the following table: Brandon calculated the portfollo's beta as 0.878 and the portfolio's required return as 8.8290%. Brandon thinks it will be a good idea to reallocate the funds in his client's portfolio. He recommends replacing Atteric Incis shares with the same amount in additional shares of Transfer Fuels Co. The risk-free rate is 4%, and the market risk premium is 5.50%. According to Brandon's recommendation, assuming that the market is in equillbrium, how much will the portfollo's required return change? (Note: Do not round your intermediate calculations.) 0.6002 percentage points 0.3775 percentage points 0.4840 percentage points 0.5566 percentage points Analysts' estimates on expected returns from equity investments are based on several factors. These estimations also often include subjective and judgmental factors, because different analysts interpret data in different ways. Suppose, based on the eamings consensus of stock analysts, Brandon expects a return of 6.85% from the portfolio with the new weights. Does he think that the required return as compared to expected returns is undervalued, overvalued, or fairly vatued? Overvalued Fality valued Undervalued Suppose instead of replacing Atteric Incis stock with Transfer Fueis Co.s stock, Brandon considers repiacing Atteric incis stock with the equal doliar allocation to shares of Company X's stock that has a higher beta then Atteric Ine. If everything else remains constant, the required return from the portfolio would

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