Stock Amount Invested $200,000 $200,000 $100,000 Expected Return 16% 9% Beta 1.2 0.8 8% 0.4 Consider the well-diversified portfolio shown above. If the return on the S&P 500 is 10% and the yield on Treasury bills is 2%, what is the required return on this portfolio? 11.60% 11% 8.40% 8.80% 09.04%