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Expected return of a portfolio using beta. The beta of four stocks- G,H11, and Jare0.42,0.78,1.13, and 1.51, respectively and the beta of portfolio 1 is

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Expected return of a portfolio using beta. The beta of four stocks- G,H11, and Jare0.42,0.78,1.13, and 1.51, respectively and the beta of portfolio 1 is 0.96. the beta of porticlio 2 is 0.82, and the beta of portfolio 3 is 1.10. What are the expected returns of each of the four individual assots and the three portfolios if the current SML is plothed with an intercept of 4.5% (risk-free rate) and a market premium of 9.0% (slope of the line)? What is the expected return of stock G? W. (Round to two decimal placos.)

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