please i need answer on both question 8-17, 8-21

8-17 PORTFOLIO BETA A mutual fund manager has a $20 million portfolio with a beta of 1.5. The risk-free rate is 4.5%, and the market risk premium is 5.5%. The manager expects to receive an additional $5 million, which she plans to invest in a number of stocks. After investing the additional funds, she wants the fund's required return to be 13%. What should be the average beta of the new stocks added to the portfolio? Stock 12 8-21 SECURITY MARKET LINE You plan to invest in the Kish Hedge Fund, which has total capital of $500 million invested in five stocks. Investment Stock's Beta Coefficient $160 million 05 B 120 million 80 million D 80 million 1.0 E 60 million 16 Kish's beta coefficient can be found as a weighted average of its stocks' betas. The risk-free rate is 6%, and you believe the following probability distribution for future market retums is realistic 1.8 Probability 0.1 02 Market Return -28% 0 12 30 50 0.4 02 0.1 a. What is the equation for the security market line (SML)? (Hint: First, determine the expected market return.) b. Calculate Kish's required rate of retum