Expected return of a portfolio using beta. The beta of four stocksG, H, I, and are 0.44, 0.79, 1.01, and 1.64, respectively and the beta of portfolio 1 is 0.97, the beta of portfolio 2 is 0.81, and the beta of portfolio 3 is 1.10. 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 3.5% (risk-free rate) and a market premium of 11.0% (slope of the line)? What is the expected return of stock G? 1% (Round to two decimal places.)