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