Question: please show all work! Expected return of a portfolio using beta. The beta of four stocks-G, H, I, and J-are 0.45,0.76,1.19, and 1.58, respectively and


Expected return of a portfolio using beta. The beta of four stocks-G, H, I, and J-are 0.45,0.76,1.19, and 1.58, respectively and the beta of portfolio 1 is 1.00, the beta of portfolio 2 is 0.84, and the beta of portfolio 3 is 1.15. 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 4.0% (risk-free rate) and a market premium of 9.0% (slope of the line)? What is the expected return of stock G ? 8.55% (Round to two decimal places.) What is the expected return of stock H ? 11.88% (Round to two decimal places.) What is the expected return of stock I? 14.94% (Round to two decimal places.) What is the expected return of stock J? 18.99% (Round to two decimal places.) What is the expected return of portfolio 1 ? 13.59% (Round to two decimal places.) What is the expected return of portfolio 2 ? 18.99% (Round to two decimal places.) What is the expected return of portfolio 1 ? 13.59% (Round to two decimal places.) What is the expected return of portfolio 2? 12.24% (Round to two decimal places.) What is the expected return of portfolio 3 ? \% (Round to two decimal places.)
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