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: 1.3078

Reynolds's beta: -.5929

Assume that the risk-free rate on long-term Treasury bonds is 4.5%. Assume also that the average annual return on the Winslow 5000 is not a good estimate of the market's required returnit is too high. So use 10% as the expected return on the market. Use the SML equation to calculate the two companies' required returns. Round your answers to two decimal places.

Bartman's required return: 1.69%

Reynolds's required return: 1.24%

h) If you formed a portfolio that consisted of 50% Bartman and 50% Reynolds, what would the portfolio's beta and required return be? Round your answer for the portfolio's beta to four decimal places and for the portfolio's required return to two decimal places.

* I already know the answer for Portfolio's beta is : 0.3575. (=B109*0.5+B110*0.5)

* I already know the answer for Portfolio's required return: 6.47% (=B115*0.5+B116*0.5)

i) Suppose an investor wants to include Bartman Industries's stock in his portfolio. Stocks A, B, and C are currently in the portfolio, and their betas are 0.719, 0.989, and 1.566, respectively. Calculate the new portfolio's required return if it consists of 20% of Bartman, 10% of Stock A, 45% of Stock B, and 25% of Stock C. Round your answer to two decimal places.

i. Calculating the new portfolio's required return
	Beta	Portfolio Weight
Bartman	1.308	20%
Stock A	0.719	10%
Stock B	0.989	45%
Stock C	1.566	25%

Portfolio's beta is:

Portfolio's required return is: %

*please help me to do the excel formula in regards to the calculation