Stock Amount Beta A B C 750,000 1.4 4. Assume that you are the portfolio manager of the SF Fund, a $3 million (that is the sum of the investment) hedge fund that contains the following stocks. The required rate of return on the market is 13.00% and the risk free rate is 6.00%. What rate of return should investors expect (and require) on this fund? $1,075,000 1.2 675,000 0.5 ri FR (rm -rf) b 66. 13-6 To 43 + 1/25 +3 1.0174 D 500,000 0.75 total $3,000,000 6+7 12.17% 12.28% 6677 1437 13 13 1.02 11.02 44+ 13.52% 14.16% 143 135102 77 3.12% 12230 113 -25