The risk-free return is 5.9% and the market risk premium is 10.4%. What is the expected return for the following portfolio? (State your answer in percent with two decimal places.) Stock Beta Investment AAA 3.8 $500,000 BBB 2.3 $1,100,000 CCC 1.8 $1,500,000 DOD 1.0 $1,000,000 20.62% 26.52% 14.82% 8.92% 19.83% If the risk-free rate is 6.0%, the market risk premium is 12.0%, and the expected return on Security J is 30.5%, what is the beta for Security J? 2.92 4.08 4.97 1.82 2.04