A portfolio consists of three stocks: Stock A, Stock B, and Stock C. The table below provides the covariances between the returns of each pair of stocks, the expected return for each stock, and the proportion of the portfolio's value that is represented by each stock. The risk free rate is 3.5%. We can use this information to determine that the variance of the portfolio's return is equal to 0.10168. Calculate Stock A's required return. Stock A Stock B Stock C Stock A 0.250 0.020 0.105 Stock B 0.020 0.040 -0.024 Stock C 0.105 -0.024 0.360 Expected Return Weight 16% 0.40 30% 0.30 20% 0.30 31.03% 26.04% 32.69% 27.71% 29.37%