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( Capital Asset Pricing Model ) Johnson Manufacturing, Inc., is considering several investments. The rate on Treasury bills is currently 5 . 5 percent, and

(Capital Asset Pricing Model) Johnson Manufacturing, Inc., is considering several
investments. The rate on Treasury bills is currently 5.5 percent, and the expected return for
the market is 14 percent. What should be the expected rate of return for each
investment (using the CAPM)?
in order to copy its contents into a spreadsheet.)
a. The expected rate of return for security A, which has a beta of 1.72, is
%.(Round to
two decimal places.)
b. The expected rate of return for security B, which has a beta of 0.82, is
%.(Round to
two decimal places.)
c. The expected rate of return for security C, which has a beta of 0.46, is
%.(Round to
two decimal places.)
d. The expected rate of return for security D, which has a beta of 1.28, is
%.(Round to
two decimal places.)
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