Back to Assignment Attempts Average / 1 4. Problem 8.07 Click here to read the eBook: Risk in a Portfolio Context: The CAPM Problem Walk-Through PORTFOLIO REQUIRED RETURN Suppose you are the money manager of a $4.57 million investment fund. The fund consists of four stocks with the following investments and betas: B Stock Investment Beta A $ 420,000 1.50 B 450,000 (0.50) 1,220,000 1.25 2,450,000 0.75 If the market's required rate of return is 12% and the risk-free rate is 79, what is the fund's required rate of return? Do not round Intermediate calculations. Round your answer to two decimal places D Grade It Now Save & Continue Continue without saving