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Assume that you are the portfolio manager of the SF Fund, a $3 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, a $3 million hedge fund that contains the following stocks. The required rate of return on the market is 9.50% and the risk-free rate is 2.50%. What rate of return should investors expect (and require) on this fund? Do not round your intermediate calculations. Stock Amount Beta $975,000 1.20 B $750,000 0.50 $825,000 1.40 D $450,000 0.75 $3,000,000 a. 7.00% b.7.09% c. 9.59% d. 9.24% e. 12.12%

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