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

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Quantitative Problem: You are holding a portfolio with the following investments and betas: Stock Dollar investment Beta A $200,000 1.25 B 200,000 1.70 300,000 0.80 D 300,000 -0.20 Total investment $1,000,000 The market's required return is 11% and the risk-free rate is 5%. What is the portfolio's required return? Do not round intermediate calculations. Round your answer to three decimal places. %

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