Suppose that the US capital markets are integrated with the rest of the world and that the US beta measure of Comcast corporation is 1.27 and the corresponding world beta measure is 0.84, that is, BUS = 1.27 and world = 0.84, respectively. If we assume that the risk-free rate is 1.17 Comcast Comcast percent, the expected return on the US market portfolio is 12.77 percent, and the expected return on the world market portfolio is 14.09 percent, that is, Rf = 1.17%, Rus = 12.77%, and Rworld = 14.09%, the expected return on the Comcast stock can be computed as == 12.02% 13.01% 15.90% 17.39%