f$.$ Estimate Bartman's and Reynolds's betas by running regressions of their returns against the index's returns. Round your answers to four decimal places.

Bartman's beta:

Reynolds's beta:

Are these betas consistent with your graph?

These betas $,|$ consistent with the scatter diagrams.

the market. Use the SML equation to calculate the two companies' required returns. Round your answers to two decimal places.

Bartman's required return:

Reynolds's required return:

decimal places.

Portfolio's beta:

Portfolio's required return:

of $25\%$ of Bartman, $20\%$ of Stock A$,35\%$ of Stock B$,$ and $20\%$ of Stock C$.$ Round your answer to two decimal places.