In this video, I walk through a Capital Asset Pricing Model (CAPM) question, demonstrating how to calculate the beta of an individual security within a portfolio. Using the example of Bridgewater’s acquisition of a portion of JPMorgan’s portfolio, we explore the process of solving for missing betas by applying two key formulas: the Security Market Line (SML) and the portfolio beta formula. Watch as we break down the necessary steps for finding a portfolio's overall risk and required return by considering various parameters like risk-free rate, market return, and portfolio weightings. This tutorial is ideal for students preparing for exams like CFA Level 1 or graduate finance studies.