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Assume that you are the portfolio manager of the SF Fund, a $6 million hedge fund that contains the following stocks. The required rate of
Assume that you are the portfolio manager of the SF Fund, a $6 million hedge fund that contains the following stocks. The required rate of return on the market is 12.00% and the risk-free rate is 1.50%. What rate of return should investors expect (and require) on this fund? Do not round your intermediate calculations. Stock Amount Beta A $1,530,000 1.20 B $1,680,000 0.50 C $1,350,000 1.40 D $1,440,000 0.75 $6,000,000
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