Std invest I million dollars into a portfolio of four stocks, as provided below. The risk-free rate is 2.5% and the expected return on the market is 9%. od Value Stock Invested Beta Dev. C.V. $250,000 1.57 9.1% 0.59 .25 $450,000 1.33 15.0% 1.11 .45 $200,000 0.66 12.7% 1.56 $100,000 1.00 13.0% 1.20 10 1,000,000 a. What is the beta of this portfolio? B .30 (1.5776.25)+(1.33):45)+6.66)(20)+16.10) .39 + .60+.13+.10 - 123 b. What is the expected return for the portfolio? CAPM = Rp + Bp (Rm -Rs) = Rp + Bp (mrp) .025 + 1.22 6.09) - .13 131 B has the greatest total risk; stock A has the greatest C. (Fill in the blanks) Stock market risk. d. Which stock has the greatest required return? Stock /