A stock's returns have the following distribution:

Demand for the Company's Products	Probability of this Demand Occurring	Rate of Return if this Demand Occurs
Weak	0.1	(38%)
Below average	0.1	(13)
Average	0.3	10
Above average	0.3	34
Strong	0.2	62
	1.0

Assume the risk-free rate is 2%. Calculate the stock's expected return, standard deviation, coefficient of variation, and Sharpe ratio. Do not round intermediate calculations. Round your answers to two decimal places.

Stock's expected return: %

Standard deviation: %

Coefficient of variation:

Sharpe ratio:

Quantitative Problem: You are holding a portfolio with the following investments and betas:

Stock	Dollar investment		Beta
A	$300,000		1.25
B	100,000		1.50
C	400,000		0.80
D	200,000		-0.30
Total investment	$1,000,000

The market's required return is 11% and the risk-free rate is 3%. What is the portfolio's required return? Do not round intermediate calculations. Round your answer to three decimal places.

%