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Score: 0 of 1 pt 10 of 13 (0 complete) HW Score: 0%, 0 of 13 pts P8-26 (similar to) Question Help Expected return of a portfolio using beta. The beta of four stocksG, H, I, and Jare 0.48, 0.78, 1.07, and 1.58, respectively and the beta of portfolio 1 is 0.98, the beta of portfolio 2 is 0.83, and the beta of portfolio 3 is 1.11. 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)? What is the expected return of stock G? % (Round to two decimal places.)