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4. A stock has a beta of 1.40 and an expected return of 20%. The risk-free asset currently earns 3.5%. a. What is the expected

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4. A stock has a beta of 1.40 and an expected return of 20%. The risk-free asset currently earns 3.5%. a. What is the expected return on a portfolio that is equally invested in the two assets? b. If a portfolio of the two assets has a beta of 0.80 , what is the portfolio weight of the risk-free asset? c. If a portfolio of the two assets has an expected return of 8%, what is its beta? d. If a portfolio of the two assets has a beta of 2.80 , what is the portfolio weight of the risk-free asset

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