12. Consider the following stocks: Stock Beta Share Price Market Capitalization 52.57 17.17B 39.93 245.53B Agilent Technologies (A) 1.55 AT&T Corp (T) 0.44 Citigroup (C) 1.55 Dominion Resources (D) 0.24 57.72 158.92B 77.54 48.71B A. Calculate the beta of an equally-weighted portfolio of the four stocks. B. Calculate the beta of a market-capitalization (value) weighted portfolio of the four stocks. C. Calculate the expected return according to the CAPM of the two portfolios, assuming the expected market risk premium, (E[Rm] Rf), is 7% and the risk-free rate, Rf, is 2%