What rate of return should investors expect on this fund

Reference no: EM13260552

Assume that you are the portfolio manager of the SF Fund, a $3 million hedge fund that contains the following stocks. The required rate of return on the market is 11.00% and the risk-free rate is 2.00%. What rate of return should investors expect (and require) on this fund?

Company	Amount	Beta
Stock A	$925,000	1.20
Stock B	$675,000	0.50
Stock C	$900,000	1.40
Stock D	$500,000	0.75
	$3,000,000

Reference no: EM13260552

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