Beta coefficients and the capital asset pricing modelKatherine Wilson is wondering how much risk she must undertake to generate an acceptable return on her portfolio. The risk-free return currently is 5%. The return on the overall stock market is 16%. Use the CAPM to calculate how high the beta coefficient of Katherines portfolio would have to be to achieve each of the following expected portfolio returns. 10% 15% 18% 20% Katherine is risk averse. What is the highest return she can expect if she is unwilling to take more than an average risk?