Q11. You have made the investments shown below. a) Calculate the market value portfolio weights and b) the portfolio beta. c) If the relevant risk-free rate equals 2.35% and the market's required return equals 13.67%, determine the CAPM required return for this portfolio. Share Stock Price AKS $ 15.00 KTD $ 26.25 PGM $ 42.00 # Shares Beta 2000 1.35 1000 0.35 500 0.67 Q12. Below you will find the results of running the Excel LINEST function. In this estimation the returns for CLB have been regressed on the market returns. Calculate the t-test for statistical significance for the slope estimate, only. Can the null hypothesis that the slope coefficient equals 1.0 be rejected? Assume the critical value for the t-test is 2.28. LINEST Output m b 0.7313390.042698 se se. 0.414613 0.074826 R 0.28001710.215666 F df 3.111374 8 SSreg SSresid 0.1447160.372094