Chapter 13 Saved Stock Y has a beta of 1.2 and an expected return of 11.1 percent. Stock Z has a beta of 80 and an expected return of 7.85 percent. If the risk-free rate is 2.4 percent and the market risk premium is 7.2 percent, the reward-to-risk ratios for stocks Y and Z are and percent, respectively. Since the SML reward-to-risk is percent, Stock Y is (Do not round intermediate calculations and enter your answers and Stock Z is as a percent rounded to 2 decimal places, e.g., 32.16.)