2. CAPM and Performance Evaluation Suppose the yield on short-term government securities (perceived to be risk-free) is about 4%. Suppose also that the expected return required by the market for a portfolio with a beta of 1 is 12% According to the capital asset pricing model: (1) What is the expected return on the market portfolio? (2) What would be the expected return on a zero-beta stock? (3) What would be the expected return on a stock with a beta of 1.5? (4) If the stock in part (3) is expected to provide an actual return of 10%, is it overpriced or underpriced