1.045 1 Capital Asset Pricing Model The average monthly returns and 8 for the last five years of five selected stocks and ETFs are in the table below Ticker Average Return SPY 1.15% QQQ 1.98% 1.114 0.96% -0.006 0.98% PKW 0.76% 1.175 1. The market risk premium (Pm-ry) during the same period is 1.18% and the monthly risk-free rate is 0.09%. Calculate each stock/ETF's required rate of return according to the CAPM. 2. Put the five stock/ETFs in a x-y scatter plot where is the y-axix and 8 is the x-axis. Also draw the Security Market Line 3. Which stock/ETF has positive a? GLD BRK 0.885