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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 retum on the market 11.00% and the risk-free rate is 5.00%. What rate of return should investors expect and require on this fund? Stock Beta 1.20 0.50 Amount $1,075,000 675,000 750,000 500,000 $3.000.000 1.40 0.75 10.56% 10.00% 11.11% 11.38% 11.67%

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