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Quantitative Problem: You are holding a portfolio with the following investments and betas: Stock Dollar investment Beta A $200,000 1.2 B 200,000 1.5 C 300,000

Quantitative Problem: You are holding a portfolio with the following investments and betas:

Stock Dollar investment Beta

A $200,000 1.2

B 200,000 1.5

C 300,000 0.85

D 300,000 -0.35

Total investment 1,000,000

The market's required return is 11% and the risk-free rate is 5%. What is the portfolio's required return? Round your answer to 3 decimal places. Do not round intermediate calculations.

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