P8-26 (similar to) Question Help Expected return of a portfolio using beta. The beta of four stocksG, H, I, and are 0.43, 0.79, 1.22, and 1.67, respectively and the beta of portfolio 1 is 1.03, the beta of portfolio 2 is 0.86, and the beta of portfolio 3 is 1.19. 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 9.0% (slope of the line)