Security Beta T-Bill= 1.4% 1.22 S& P 500 8% 0.84 2.21 0.67 0.36 Based on the CAPM, what are the expected returns on the 5 stocks (A, B, C, D, E)? (12 points) If you invest 30% in the S & P 500, 20% in T-Bill, and 10 % each in the 5 stocks, what is the beta of your portfolio? (4 points) ABCD