(Capital Asset Pricing Model) Johnson Manufacturing, Inc., is considering several investments. The rate on Treasury bills is currently 6 percent, and the expected return for the market is 10.5 percent. What should be the expected rate of return for each investment (using the CAPM)? Security Beta A 1.79 B 0.94 0.77 D 1.28 (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 1.79, is%. (Round to two decimal places.) b. The expected rate of return for security B, which has a beta of 0.94, is%. (Round to two decimal places.) c. The expected rate of return for security C, which has a beta of 0.77, 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.)