Question: 9. Problem 8.16 (CAPM and Portfolio Return) You have been managing a $5 milion portfolio that has a beta of 0.85 and a required rate

9. Problem 8.16 (CAPM and Portfolio Return) You have been managing a $5 milion portfolio that has a beta of 0.85 and a required rate of refum of 12.2250%. The current risk.free rake is s\%. Assume that you receve another $500,000. If you invest the money in a stock whth a beta of 1,05 , what will be the required return on your $5.5 million portfolio? Do not round intermediate calculations. Round your answer to two decimal places

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