Expected return of a portfolio using beta

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Expected return of a portfolio using beta. The beta of four stockslong dash—?G, ?H, I, and Jlong dash—are 0.42?, 0.73?, 1.23?, and 1.62?, respectively and the beta of portfolio 1 is 1.00?, the beta of portfolio 2 is 0.83?, and the beta of portfolio 3 is 1.17. 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 11.0?% ?(slope of the? line)?

Reference no: EM131342249

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