Quantitative Problem: You are holding a portfolio with the following investments and betas: Stock A B...

  

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Quantitative Problem: You are holding a portfolio with the following investments and betas: Stock A B C D Total investment Dollar investment Beta $200,000 1.25 100,000 1.60 300,000 0.65 400,000 $1,000,000 -0.25 The market's required return is 9% and the risk-free rate is 3%. What is the portfolio's required return? Do not round intermediate calculations. Round your answer to three decimal places. Quantitative Problem: You are holding a portfolio with the following investments and betas: Stock A B C D Total investment Dollar investment Beta $200,000 1.25 100,000 1.60 300,000 0.65 400,000 $1,000,000 -0.25 The market's required return is 9% and the risk-free rate is 3%. What is the portfolio's required return? Do not round intermediate calculations. Round your answer to three decimal places.