4.(CAPM; Beta) Suppose Pfizer (PFE) has a beta of 0.9, whereas the beta of Abercrombie and Fitch (ANF) is 1.2. The risk-free interest rate is 2% and the expected return of the market portfolio is 10%. (a) Calculate the beta and the expected return (%) of an equally weighted portfolio of PFE and ANF, according to the CAPM. (b) Calculate the beta and the expected return (%) of a portfolio that consists of 70% of PFE stock and 30% ANF stock, according to the CAPM