1) Using CAPM A stock has a beta of 1.05, the expected return on the market is 11 percent, and the risk-free rate is 5.2 percent. What must the expected return on this stock be? 2) Using CAPM A stock has a beta of 1.47 and an expected return of 16.6 percent. The riskfree rate is 4.8 percent. What is the slope of the security market line