A portfolio manager has a $10 million portfolio, which consists of $1 million invested in stock X and $2million invested in stock Y seperate stocks. Stock X has a beta of 0.9 where as stock Y has a beta of 1.3. The risk-free rate is 5% and the market risk premium is 6%.

a. Calculate portfolio's beta

b. Calculate stock X and stock Y required returns.

c. Calculate portfolio's required return.

d. Calculate portfolio's required rate of return if risk aversion increases by 2%.

Note: This question is fully complete and there is nothing to be added.