1. a) Consider a stock that has a covariance of returns to the market of 0.0079. The standard deviation of the market is 0.106. What is the beta of this stock? Enter your answer rounded to 2 DECIMAL PLACES.

b) Given a risk-free rate of 1.4%, a market risk premium of 12.9%, and an expected return of 19.9%, what is the beta of this stock? Enter your answer rounded to 2 DECIMAL PLACES.

c) Given a risk-free rate of 4.4%, a market risk premium of 11.3%, and a beta of 0.5, what is the expected return of the stock? Enter your answer as a percentage and rounded to 2 DECIMAL PLACES. Do not put the percent sign in your answer.

d) Suppose you invest 50%, 27%, and 23% of your wealth into a stock, the market, and a risk-free asset, respectively. The beta of the stock is 0.5. What is the beta of the portfolio? Enter your answer rounded to 3 DECIMAL PLACES.