eBook You plan to invest in the Kish Hedge Fund, which has total capital of $500 million invested in five stocks: Stock Investment Stock's Beta Coefficient 0.5 A $160 million 1.3 B 120 million 1.9 C 80 million 1.0 D 80 million 60 million 1.8 Kish's beta coefficient can be found as a weighted average of its stocks betas. The risk-free rate is 6%, and you distribution for future market returns is realistic: Market Return Probability. 0.1 -24% 0.2 0 0.4 14 0.2 29 0.1 52 a. What is the equation for the Security Market Line (SML)? (Hint: First determine the expected market return.) 1.6.0%+ (8.0%)bi II. n-8.2% + (8.2%) bi un 8.2% + (8.0%) bi 6.0% + (8.2%) b IV. V. = 9.5% + (6.7%) bi B