| Without giving away the exact location of the buried treasure, here are a few clues for the treasure map...
Start by determining the market's overall risk premium, which is the excess of the market's return over the risk-free rate.
Absent any other info, as in this case, an individual equity's required return will be the risk-free rate, plus that stock's risk premium. You'll use each stock's beta to determine its own risk premium.
Then the portfolio's expected return will be the weighted average of the individual returns, where the weights are the amounts of the individual holdings, relative to the cost of the entire portfolio.
K's intrinsic value can be obtained from the constant-growth model (aka Gordon, or Gordon-Shapiro). When you look that one up in your text, remember that most renderings of the CGM use expected dividends one year out in the numerator, whereas in your info, "Stock K just paid a dividend...". | 
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