14. Using CAPM. A stock has an expected return of 11.4 percent, the risk-free rate is 3.7 percent, and the market risk premium is 7.1 percent. What must the beta of this stock be? 15. Using CAPM. A stock has an expected return of 10.9 percent, its beta is.85 and the risk-free rate is 2.8 percent. What must the expected return on the market be