You plan to invest in the Kish Hedge Fund, which has total capital of $500 million invested in five stocks: Stock Investment Stock's Beta Coefficient A $160 million 0.8 B 120 million 1.5 80 million 1.7 80 million 1.0 E 60 million 1.6 Kish's beta coefficient can be found as a weighted average of its stocks' betas. The risk-free rate is 6%, and you believe the following probability distribution for future market returns is realistic: D Probability Market Return -28% 0.1 0.2 0 0.4 11 0.2 29 0.1 51 a. What is the equation for the Security Market Line (SML)? (Hint: First determine the expected market return.) 1. - 3.0% + (6.5%); II. - 3.0%+ (7.9%)b; III. 1-6.0%+ (6.5%)b IV. - 6.7% + (7.2%) V. - 6.0% + (7.9%) Select