Determine what is the stocks beta and rate of return

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Beta and required rate of return
A stock has a required return of 11%; the risk-free rate is 4%; and the market risk premium is 6%. What is the stock's beta?

Portfolio required return
Suppose you are the money manager of a $4.89 million investment fund. The fund consists of 4 stocks with the following investments and betas:
Stock Investment Beta
A $ 440,000 1.50
B 520,000 - 0.50
C 1,180,000 1.25
D 2,750,000 0.75
If the market's required rate of return is 12% and the risk-free rate is 7%, what is the fund's required rate of return?

Reference no: EM13204791

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