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Rafael is an analyst at a wealth management firm. One of hes clients holds a $5,000 portfolio that consists of four stocks, The investment allocation

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Rafael is an analyst at a wealth management firm. One of hes clients holds a $5,000 portfolio that consists of four stocks, The investment allocation in the portfolio along with the contribution of risk from each stock is given in the following table: Rafacl calculated the portfolio's beta as 0.8600 and the portiolio's expected return as 8.73%. Rafoel thinks it will be a good idea to reallocate the funds in his client's portfolio. He recominends replacing Atreric Inc's shares with the same amount in additional shares of Transfer fuels Co. The risk free rate is 4%, and the market risk premam is 5,50% According to Rafael's recommendation, assuming that the market is in equilbrium, how much will the portfolio's required return change? (Note: flound your intermediate calculations to two decimal places.) 0.15 percentage points 0.24 percentioge points 0.19 percentage points 0.22 percentage points Analysts' estumates on expected returns from equity investments are based on several factors. These estimations also often include subjective and judgmental factors, because different analysts interpret data in different ways. Suppose, based on the earnings consensus of stock analysts, Rafael expects a return of 7.04% from the portfolio with the new weights. Does he think that the revised portfolio, based an the changes he recommended, is undervalued, overvalued, or fairly valued? Undervalued Fairly valued Overvalued Suppose instead of replacing Atteric Inc.'s stock with Transfer Fuels Co.'s stock, Rafael considers replacing Atteric Inc's stock with the equal dollar aliocation to shares of Company X's stock that has a higher beta than Atteric Inc. If everything else remains constant, the portfolio's beta would and the required retum from the portfolio would Overvalued sad of replacing Atteric Inc.'s stock with Tepossfer Fuels Co.'s stock, Rafael considers replacing Atteric Incis stock with the equal dollar. thares of Company X's stock that has a higher beta than Atteric Inc. If everything else remains constant, the portfolio's beta would , and the required return from the portfolio would

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