Stock Amount Invested Expected Return Beta A $200,000 16% 1.2 B $200,000 9% 0.8 C $100,000 8% 0.4 Consider the well-diversified portfolio shown above. If the return on the S&P 500 is 10% and the yield on Treasury bills is 2%, what is the required return on this portfolio?

Question 3 options:

11%

8.80%

8.40%

9.04%

11.60%