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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

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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 Amount Beta A $2,800,000 1.80 B $800,000 1.75 CD $2,400,000 3.50 $2,000,000 0.90 Total $8,000,000 31.12% 17.26% 26.62% 21.76%

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