beta of portfolio expected return of portfolio -/4 points UTPBFIN1 III.E.009. My Notes A mutual fund manager has a $10 million portfolio with a beta of 1.00. The risk-free rate is 4.25%, and the market risk premium is 6.00%. The manager expects to receive an additional $16.50 million which she plans to invest in additional stocks. After investing the additional funds, she wants the fund's required and expected return to be 13.00%. What must the average beta of the new stocks be to achieve the target expected rate of return? (Round your answer to three decimal places.) -13 points UTPBFIN1 III.E.010. My Notes You hold a diversified portfolio consisting of a $5,000 investment in each of 20 different common stocks. The portfolio beta is equal to 1.18. You have decided to sell a lead mining stock (B - 1.00) at $5,000 net and use the proceeds to buy a like amount of a steel company stock ( 8 2.00). What is the new beta of the portfolio (round to 4 decimals)? -19 points UTPBFIN1 III.E.016. My Notes Consider a portfolio consisting of the following three stocks. Portfolio Volatility volatility Weight Correlation with the market portfolio relation with the