12.00 points Problem 13-20 Using CAPM [LO4] A stock has a beta of 1.65 and an expected returm of 11 percent. A risk tee asset currently earns 26 a. What is the expected return on a portfolio that is equally invested in the two assets? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return b. If a portfolio of the two assets has a beta of .99, what are the portfolio weights? (Do not round intermediate calculations. Round your answers to 4 decimal places, e.g, 32.1616.) of stock Risk-free weight c. If a portfolio of the two assets has an expected return of 10 percent, what is its beta? (Do not round intermediate calculations. Round your answer to 3 decimal places, e.g, 32.161.) Beta d. If a portfolio of the two assets has a beta of 3.30, what are the portfolio weights? (Do not round intermediate calculations. Negative amounts should be indicated by a minus sign. Enter your answers as a whole number.) Weight of stock Risk-free weight 20 F3 F2 F4 FS 2 3 4 6