Question: Question 11 (0.5 points) Consider a portfolio that is composed of the following stocks. The treasury rate is 3%, the market risk premium is 5%.

Question 11 (0.5 points) Consider a portfolio that is composed of the following stocks. The treasury rate is 3%, the market risk premium is 5%. What is the expected return of the portfolio? Stock Amount Invested Beta $4 million 1.8 $2 million 1.6 $2 million 1.4 $1 million 0.8 $1 million 0.4 12.4% 9.8% 9.0% 11.0% 10.2%

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