Suppose the yield on short-term government securities (perceived to be risk-free) is about 6%. Suppose also that the expected return required by the market for a portfolio with a beta of 1 is 13.0%. According to the capital asset pricing model: a. What is the expected return on the market portfolio? (Round your answer to 1 decimal place.) Answer is complete and correct. Expected rate of retum 13.0 % b. What would be the expected return on a zero-beta stock? Answer is complete and correct. Expected rate of return Suppose you consider buying a share of stock at a price of $105. The stock is expected to pay a dividend of $9 next year and to sell then for $108. The stock risk has been evaluated at B = -0.5. C-1. Using the SML, calculate the fair rate of return for a stock with a B = -0.5. (Round your answer to 1 decimal place.) Answer is complete and correct. Fair rate of return 2.5 c-2. Calculate the expected rate of return, using the expected price and dividend for next year. (Round your answer to 2 decimal places.) Expected rate of retum