Question: please write down complete formula DCBM, one fund that belongs to Techcombank Wealth Management Company is holding the following portfolio: Stock Beta 0.75 1 Amount

 please write down complete formula DCBM, one fund that belongs to

please write down complete formula

DCBM, one fund that belongs to Techcombank Wealth Management Company is holding the following portfolio: Stock Beta 0.75 1 Amount invested $300,000 300,000 500,000 500,000 2 3 4 1 1.25 1.45 The risk free rate is 6 percent and the portfolio's required rate of return is 12.5 percent The manager of the fund would like to sell all of its holdings of stock 1 and use that money to purchase more shares of stock 4 to form a new portfolio. al Calculate the beta of the original portfolio (6 points) b/ Calculate the beta of the new portfolio (8 points) c/What is the required return of the new portfolio? (6 points)

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