A mutual fund manager has a $20 million portfolio with a bea of 1.85. These rate is 3.00%) and the market risk premium i 5.0%. The manager expects to receive an additional $5 million, which she plans to invest in a number of stock. Alteresting the additional funds, she wants the fund's required return to be 16 What should be the average Del of the stocks added to the portfoto no round Intermediate calculations. Round your answer to two decimal places. Entra newer with me YOU Tools EXPECTED RETURN A stock's returns have the following distribution: Demand for the Probability of this Rate of Return In Company's Products Demand Occurring This Demand Occurs Weak 0.1 (249) Below average 0.4 (10) Average 0.3 14 Above average 0.1 40 Strong 0.1 40 1.0 a. Calculate the stock's expected return Round your answer to two decimal place 6. Calculate the stock'u standard deviation. Do not round intermediate calculations. Round your answer to two decimal places c. Calculate the stock's coefficient of variation Round your answer to two decimal places You have been managing a $5 million portfolio that has a beta of 1.20 and a required rate of return of 14%. The current risk-free rate is 5.75%. Assume that you receive another $500,000. If you invest the money in a stock with a beta of 1.75, what will be the required return on your $5.5 million portfolio? Do not round intermediate calculations. Round your answer to two decimal places PORTFOLIO BETA Suppose you held a diversified portfolio consisting of a $7,500 Investment in each of 20 different common stocks. The portfolio's beta is 2.20. Now suppose you decided to sell one of the stocks in your portfolio with a beta of 1.0 for $7,500 and use the proceeds to buy another stock with a beta of 1.87 What would your portfolio's new beta be? Do not round intermediate calculations, Round your answer to two dedmal places