$($Capital Asset Pricing Model$)$ Johnson Manufacturing, Inc., is considering several investments. The rate on Treasury bills is currently $7\mathrm{.}5$ percent, and the expected

return for the market is $11$ percent. What should be the expected rate of return for each investment $($using the CAPM$)?$

$($Click on the icon $$ in order to copy its contents into a spreadsheet.$)$

a$.$ The expected rate of return for security $A,$ which has a beta of $1\mathrm{.}74,$ is

$\%.($Round to two decimal places.$)$

b$.$ The expected rate of return for security $B,$ which has a beta of $0\mathrm{.}92,$ is

$\%.($Round to two decimal places.$)$

c$.$ The expected rate of return for security $C,$ which has a beta of $0\mathrm{.}53,$ is

$\%.($Round to two decimal places.$)$

d$.$ The expected rate of return for security $D,$ which has a beta of $1\mathrm{.}16,$ is

$\%.($Round to two decimal places.$)$