$11\mathrm{.}8$

Expected return of a portfolio using beta. The beta of four stocks$-$G$,$ H$,$ I, and J$-$are $0\mathrm{.}45,0\mathrm{.}87,1\mathrm{.}09,$ and $1\mathrm{.}58,$ respectively and the beta of portfolio $1$ is $1\mathrm{.}00,$ the beta of portfolio $2$ is $0\mathrm{.}86,$ and the beta of portfolio $3$ is $1\mathrm{.}13.$ What are the expected returns of each of the four individual assets and the three portfolios if the current SML is plotted with an intercept of $4\mathrm{.}5\%($risk$-$free rate$)$ and a market premium of $9\mathrm{.}0\%($slope of the line$)?$