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The beta of four stocksG, H, I, and Jare 0.48, 0.74, 1.03, and 1.58, respectively and the beta of portfolio 1 is 0.96, the beta

The beta of four stocksG, H, I, and Jare 0.48, 0.74, 1.03, and 1.58, respectively and the beta of portfolio 1 is 0.96, the beta of portfolio 2 is 0.80, and the beta of portfolio 3 is 1.08. 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 3.0% (risk-free rate) and a market premium of 9.5% (slope of the line)?

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