A portfolio consists of four assets in equal weights.Asset 1 has a beta of 1.45.Asset 2 has a beta of 1.00.Asset 3 has a beta of 1.95.Asset 4 has a beta of 1.65.If the portfolio's required return is 10.25% and the risk-free rate is 4.70%, what is Asset 2's required return?

Question 29 options:

a)7.53%

b)7.74%

c)7.95%

d)8.16%

e)8.37%