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15. A stock has a beta of 0.80, an expected return of 12%, and a standard deviation of 40%. The risk-free asset a beta of

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15. A stock has a beta of 0.80, an expected return of 12%, and a standard deviation of 40%. The risk-free asset a beta of zero, an expected return of 3.8%, and a standard deviation of 2%. Use this information to answer the questions below: a.) If a portfolio of the two assets has an expected return of 10%, what are the portfolio weights? Show calculations. (6 points)

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