Expected return of a portfolio using beta. The beta of four stocksG, H, I, and are 0.44, 0.72, 1.21, and 1.69, respectively and the beta of portfolio 1 is 1.02, the beta of portfolio 2 is 0.83, and the beta of portfolio 3 is 1.18. 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% (risk-free rate) and a market premium of 10.5% (slope of the line)? What is the expected return of stock G? % (Round to two decimal places.)