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Your portfolio consists of $97,295 invested in a stock that has a beta = 1.7, $62,783 invested in a stock that has a beta =
Your portfolio consists of $97,295 invested in a stock that has a beta = 1.7, $62,783 invested in a stock that has a beta = 2, and $96,672 invested in a stock that has a beta = 1.3. The risk-free rate is 4.2%. Last year this portfolio had a required return of 6.2%. This year nothing has changed except that the market risk premium has increased by 5.5%. What is the portfolio's current required rate of return? O 13.13% O 16.13% O 14.13% O 15.13% O 17.13%
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