A stock has a beta of 1.2 and an expected return of 9.2%.  A risk-free asset has an expected return of 3.5%.  What is the stock's "slope" a.k.a. compensation for systematic risk?  In other words, if you take a portfolio of the stock and the risk-free asset and then change the weights to increase the beta by 1, how much will the expected return increase as a result?  jj

 

The answer is .0475 please explain how you got this step by step thank you.