The following table contains information on stocks in an equity fund. \begin{tabular}{|c|c|c|c|c|} \hline \multicolumn{5}{|c|}{ The Garrett Fund II } \\ \hline Stock Name & Alpha & Beta & Firm-Specific Variance & Weight \\ \hline White Rose Industries & 0.05% & 1.05 & 0.015 & 15.00% \\ \hline Raker Aeronautics & 0.35% & 0.75 & 0.010 & 10.00% \\ \hline Silver Spike Mining & 0.15% & 0.85 & 0.020 & 17.50% \\ \hline Raven Financial Corporation & 0.25% & 1.75 & 0.025 & 12.50% \\ \hline Tinnie Metalsmiths & 0.00% & 0.95 & 0.015 & 7.50% \\ \hline Contague Limited & 0.15% & 1.15 & 0.018 & 22.50% \\ \hline Glory Moon Enterprises & 0.40% & 1.25 & 0.010 & 7.50% \\ \hline Crask and Sadler, Incorporated & 0.20% & 2.35 & 0.015 & 7.50% \\ \hline Market Data & Expected Return & Standard Deviation & & \\ \hline Market & 0.12 & 0.20 & & \\ \hline Risk-Free Rate & 0.03 & 0.00 & & \\ \hline \multicolumn{5}{|l|}{ Required: } \\ \hline \multicolumn{5}{|c|}{\begin{tabular}{l} Using the information above, calculate the fund's alpha, beta, and variances. Then, determine the return for the fund. \\ Assuming Arbitrate Pricing Theory holds, calculate the expected future return of the fund. \end{tabular}} \\ \hline \multicolumn{3}{|c|}{ (Use cells A6 to E17 from the given information to complete this question.) } & & \\ \hline \multicolumn{2}{|c|}{ The Garrett Fund II } & & & \\ \hline Portfolio Alpha & 0.60% & & & \\ \hline Portfolio Beta & 1.20 & & & \\ \hline Portfolio Systematic Variance & & & & \\ \hline Portfolio Firm-Specific Variance & & & & \\ \hline Portfolio Return & & & & \\ \hline Portfolio Expected Return & & & & \\ \hline \end{tabular}