Question:

Assume that you are the portfolio manager of the SF Fund an

Last updated: 6/29/2023

Assume that you are the portfolio manager of the SF Fund an

Assume that you are the portfolio manager of the SF Fund an 8 million hedge fund that contains the following stocks The required rate of return on the market is 12 80 and the risk free rate is 4 50 What rate of return should investors expect and require on this fund Round your intermediate calculations to at least four decimal places Stock kaud Total O 31 12 17 26 26 62 21 76 Amount 2 800 000 800 000 2 400 000 2 000 000 8 000 000 Beta 1 80 1 75 3 50 0 90