Question: Security T-Bill = 1.4% S&P 500 = 8% Beta 1.22 0.84 2.21 0.67 0.36 Based on the CAPM, what are the expected returns on the

Security T-Bill = 1.4% S&P 500 = 8% Beta 1.22 0.84 2.21 0.67 0.36 Based on the CAPM, what are the expected returns on the 5 stocks (A, B, C, D, E)? (12 points) If you invest 30% in the S&P 500, 20% in T-Bill, and 10 % each in the 5 stocks, what is the beta of your portfolio? (4 points)

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