Problems 7-6 Expected Return from CAPM Suppose that the market portfolio has an expected return of 10.5% and the T-Bill yield is 1.7%. A) Suppose that Beta is 0.6. What is the expected return? The expected return is \%. Round your answers to the nearest two decimal places. B) Suppose that Beta is 1.0. What is the expected return? The expected return is %. Round your answers to the nearest two decimal places. C) Suppose that Beta is 1.5. What is the expected return? The expected return is %. Round your answers to the nearest two decimal places