Suppose the risk-free rate is 5%, the market return is 17%, and a particular share has a beta of 1.2. [Note: All steps of the solution must be shown. Merely answer does carry any mark.) a. Calculate the expected return on this share? (Marks 2) b. What would be the expected return of the share if the beta were to double? (Mark 1) c. What would be the expected return of the share if the beta were one? (Mark 1)