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Expected return of a portfolio using beta. The beta of four stocks-G, H, I, and J-are 0.47,0.86, 1.08, and 1.56, respectively and the beta of

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Expected return of a portfolio using beta. The beta of four stocks-G, H, I, and J-are 0.47,0.86, 1.08, and 1.56, respectively and the beta of portfolio 1 is 0.99, the beta of portfolio 2 is 0.86, and the beta of portfolio 3 is 1.12. 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 4.5 % Trisk-froe 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.)

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