Question: Calculate Beta and required return. Show work. You are currently only invested in the Natasha Fund (aside from risk-free securities). It has an expected return

 Calculate Beta and required return. Show work. You are currently only

Calculate Beta and required return. Show work.

You are currently only invested in the Natasha Fund (aside from risk-free securities). It has an expected return of 14% with a volatility of 20%. Currently, the risk-free rate of interest is 3.8%. Your broker suggests that you add Hannah Corporation to your portfolio. Hannah Corporation has an expected return of 20%, a volatility of 60%, and a correlation of 0 with the Natasha Fund. O 70

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