Assume that you are the portfolio manager of the SF Fund, a $4 million hedge fund...
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Assume that you are the portfolio manager of the SF Fund, a $4 million hedge fund that contains the following stocks. The required rate of return on the market is 10.50% and the risk-free rate is 1.50%. What rate of return should investors expect (and require) on this fund? Do not round your intermediate calculations. Stock Amount Betal A $1,340,000 1.20 $1,140,000 0.50 $680.000 1.40 $840.000 0.75 $4,000,000 838 B C D O a. 11.37% Ob. 10.16% O 9.96% d. 8.46% e. 9.00% Assume that you are the portfolio manager of the SF Fund, a $4 million hedge fund that contains the following stocks. The required rate of return on the market is 10.50% and the risk-free rate is 1.50%. What rate of return should investors expect (and require) on this fund? Do not round your intermediate calculations. Stock Amount Betal A $1,340,000 1.20 $1,140,000 0.50 $680.000 1.40 $840.000 0.75 $4,000,000 838 B C D O a. 11.37% Ob. 10.16% O 9.96% d. 8.46% e. 9.00%
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Systems analysis and design in a changing world
ISBN: 978-1423902287
5th edition
Authors: John W. Satzinger, Robert B. Jackson, Stephen D. Burd
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