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Expected return of a portfolio using beta . The beta of four stockslong dash Expected return ofa portfolio using beta. The beta of four stocksG,

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Expected return of a portfolio using beta. The beta of four stockslong dash

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Expected return ofa portfolio using beta. The beta of four stocksG, H, I, and Jare 0.48, 0.76, 1.16, and 1.58, respectively and the beta of portfolio 1 is 1.00, the beta of portfolio 2 is 0.84, and the beta of portfolio 3 is 1.14. What are the expected returns of each of the four individual assets and the three portfolios if the current SML is plotted with an intercept of 4.0% (risk-free rate) and a market premium of 9.0% (slope of the line)? What is the expected return of stock G? D% (Round to two decimal places.)

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