Expected return of a portfolio using beta. The beta of four stocks- G,H,I, and J-are 0.42,0.73,1.03, and 1.59 , respectively and the beta of portfolio 1 is 0.94 , the beta of portfolio 2 is 0.78 , and the beta of portfolio 3 is 1.08 . 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 3.0% (risk-free rate) and a market premium of 9.0% (slope of the line)? What is the expected return of stock G ? % (Round to two decimal places.)