The beta of four

stocksG,

H, I, and

Jare

0.43,

0.74,

1.01,

and

1.64,

respectively and the beta of portfolio 1 is

0.96,

the beta of portfolio 2 is

0.79,

and the beta of portfolio 3 is

1.09.

What are the expected returns of each of the four individual assets and the three portfolios if the current SML is plotted with an intercept of

3.5%

(risk-free rate) and a market premium of

10.5%

(slope of the line)?