Suppose you are the manager of a $10,000,000 investment fund. The fund consists of 4 stocks with the following investments and beta coefficients:
Stock A - $3,000,000 - beta 1.5
Stock B - $2,000,000 - beta 1.0 Stock
C - $4,000,000 - beta 0.5 Stock
D - $1,000,000 - beta 2.0