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Expected return of a portfolio using beta. The beta of four stocks-G, H, I, and J--are 0.45, 0.80, 1.15, and 1.60, respectively and the beta

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Expected return of a portfolio using beta. The beta of four stocks-G, H, I, and J--are 0.45, 0.80, 1.15, and 1.60, respectively and the beta of portfolio 1 is 1.00 the beta of portfolio 2 is 0.85, and the bota of portfolio 3 is 1.15. 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 4,0% (risk-free rate) and a market premium of 10.0% (slope of the line)? What is the expected return of stock G? 0% (Round to two decimal places.)

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