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 20% of Bartman, 20% of Stock A, 40% of Stock B, and 20% of Stock C. Round your answer to two decimal places. return for 2015 because you do not have 2014 data.) Round your answers to two decimal places. 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 20% of Bartman, 20% of Stock A, 40% of Stock B, and 20% of Stock C. Round your answer to two decimal places. return for 2015 because you do not have 2014 data.) Round your answers to two decimal places