Beta and Capital Asset Pricing Model $($CAPM$)$

a$)$A stock has a beta of $1\mathrm{.}25,$ the expected market risk premium is $7\mathrm{.}2$ percent, and the risk$-$free rate is $3\mathrm{.}5$ percent. What must the expected return on this stock be$?$

b$)$Suppose the risk$-$free rate is $3\mathrm{.}5$ percent and the market portfolio has an expected return of $11\mathrm{.}5$ percent. The market portfolio has a variance of $\mathrm{.}0404.$ Portfolio Z has a correlation coefficient with the market of $0\mathrm{.}3$ and a variance of $\mathrm{.}4276.$ According to the CAPM, what is the expected return on Portfolio Z$?$