You plan to invest in the Kish Hedge Fund, which has total capital of $$500$ million invested in five stocks:

$\backslash$table$[[$Stock$,$Investment,Stock's Reta Coefficient$],[$A$,$$$160$ million,$0\mathrm{.}3],[$B$,120$ million,$1\mathrm{.}1],[$C$,80$ million,$1\mathrm{.}8],[$D$,80$ million,$1\mathrm{.}0],[$E$,60$ million,$1\mathrm{.}4]]$

Kish's beta coefficient can be found as a weighted average of its stocks' betas. The risk$-$free rate is $4\%,$ and you believe the following probability distribution for future market returns is realistic:

$\backslash$table$[[$Probability$,$Market Return$],[0\mathrm{.}1,-25\%$