100% 12.0% 15.2% 4 20.7% 22.8% 5 17.9% 26.3% The risk-free rate is expected to be 6 percent for the coming period, and the best guess of the market's expected return is its historical average. What is the best estimate of Security J's beta, assuming that CAPM is correct? 1.85 O 1.25 O 1.40 O 1.70 1 O 1.55 2 3