8.11

(Capital asset pricing model) Anita, Inc. is considering the following investments. The current rate on Treasury bills is 5 percent, and the expected return for the market is 15 percent Using the CAPM, what rates of retum should Anita require for each individual security? (Click on the icon in order to copy its contents into a spreadsheet.) a. The expected rate of return for security H, which has a beta of 0.78 , is \%. (Round to twc decimal places.) b. The expected rate of return for security T, which has a beta of 1.49 , is %. (Round to two decimal places.) c. The expected rate of retum for security P, which has a beta of 0.92 , is \%. (Round to two decimal places.) d. The expected rate of return for security W, which has a beta of 1.15 , is %. (Round to tw decimal places.)