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A stock's returns have the following distribution: Demand for the Probability of this Rate of Return Ir Company's Products Demand Occurring This Demand Occurs Weak

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A stock's returns have the following distribution: Demand for the Probability of this Rate of Return Ir Company's Products Demand Occurring This Demand Occurs Weak 0.1 (22%) Below average 0.2 (10) Average 0.3 16 Above average 0.1 37 Strong 0.3 47 1.0 Assume the risk-free rate is 3%. 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 deviations % Coefficient of variation: Sharpe ratio: An Individual has $10,000 invested in a stock with a beta of 0.3 and another $70,000 invested in a stock with a beta of 2.5. if these are the only two investments in her portfolio, what is her portfollo's beta? Do not round Intermediate calculations. Round your answer to two decimal places. Assume that the risk-free rate is 5% and the required return on the market is 10%. What is the required rate of return on a stock with a beta or 1.57 Round your answer to two decimal places % Suppose you are the money manager of a $4.95 million investment fund. The fund consists of four stocks with the following investments and betas: Stock Investment Beta $360,000 1.50 640,000 (0.50) 1,500,000 2,450,000 Ir the market's required rate of return is 13% 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. 1.25 D 0.75

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