A stock's returns have the following distribution:

Demand for the Company's ProductsProbability of this Demand OccurringRate of Return if this Demand OccursWeak0.1(28%)Below average0.1(10) Average0.418 Above average0.326 Strong0.159 1.0

Assume the risk-free rate is 4%. 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:

Suppose you are the money manager of a $4.16 million investment fund. The fund consists of four stocks with the following investments and betas:

StockInvestmentBetaA$ 580,000 1.50 B800,000 (0.50)C1,080,000 1.25 D1,700,000 0.75

If the market's required rate of return is 9% and the risk-free rate is 4%, what is the fund's required rate of return? Do not round intermediate calculations. Round your answer to two decimal places.

%