Plot the CAPM's predicted SML for the period. [The SML when done with excess returns starts at the origin and increases as a function of securities' betas with a B8306 Fall Professor Mamaysky Due: Sunday, Nov 12 4 slope given by the market's excess return.] Assets' expected (which we'll estimate as the average for the period) excess returns should be on the y-axis and assets' betas should be on the x-axis. Add four points for the four industries to your plot. How should we interpret the vertical distance between each of the four points and the SML