7. Problem 8.07 (Portfolio Required Return) eBook Problem Walk-Through Suppose you are the money manager of a $4.24 million investment fund. The fund consists of four stocks with the following investments and betas: Stock Investment Beta A $ 320,000 1.50 B. 700,000 (0.50) 1,120,000 1.25 2,100,000 0.75 If the market's required rate of return is 13% and the risk-free rate is 5%, what is the fund's required rate of return? Do not round intermediate calculations. Round your answer to two decimal places. D % A stock's returns have the following distribution: Demand for the Probability of this Rate of Return If Company's Products Demand Occurring This Demand Occurs Weak 0.1 (36%) Below average 0.1 (15) Average 0.4 11 Above average 0.3 20 Strong 0.1 51 1.0 Assume the risk-free rate is 2%. Calculate the stock's expected return, standard deviation, coefficient of variation, and Sharpe ratio. Do not round intermediate calculations. Round your answers to two decimal places. Stock's expected return: % Standard deviation: % Coefficient of variation: Sharpe ratio