Beta coefficients and the capital asset pricing model Personal Finance Problem. Katherine Wilson is wondering how much risk she must undertake to generate an acceptable return on her porfolio. The risk-free return currently is 6%. The return on the average stock (market return) is 15%. Use the CAPM to calculate the beta coefficient associated with a portfolio return of

15%. The beta of the portfolio is nothing . The beta of the portfolio is (Round to four decimal places.)