P8-26 (similar to) Question Help Expected return of a portfolio using beta. The beta of four stocksG, H, I, and are 0.44, 0.74, 1.04, and 1.62, respectively and the beta of portfolio 1 is 0.96, the beta of portfolio 2 is 0.80, and the beta of portfolio 3 is 1.09. 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 3.0% (risk-free rate) and a market premium of 9.5% (slope of the line)? What is the expected return of stock G? % (Round to two decimal places.)