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Assume that you are the portfolio manager of the SF Fund, an $8 million hedge fund that contains the following stocks. The required rate of

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Assume that you are the portfolio manager of the SF Fund, an $8 million hedge fund that contains the following stocks. The required rate of return on the market is 12.80% and the risk-free rate is 4.50%. What rate of return should investors expect (and require) on this fund? Round your intermediate calculations to at least four decimal places. Stock A B C D Total 21.76% 26.62% 31.12% 19.08% 17.26% Amount $2,800,000 $800,000 $2,400,000 $2,000,000 $8,000,000 Beta 1.80 1.75 3.50 0.90

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