7 A stock has a beta of 1.12 and an expected return of 10.8 percent. A risk-free asset currently earns 27 percent a. What is the expected return on a portfolio that is equally invested in the two assets? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g, 32.16.) b. If a portfollo of the two assets has a beta of .92, what are the portfolio welghts? (Do not round intermediate calculations and round your answers to 4 decimal places e.g, 1616.) c. If a portfolio of the two assets has an expected return of 9 percent, what is its beta? (Do not round intermediate calculations and round your answer to 3 decimal places, e.g., 32.161.) d. If a portfolio of the two assets has a beta of 2.24, what are the portfolio weights? (Do not round intermediate calculations. A negative answer should be indicated by a minus sign.) 10 points eBook Hint Print References a. Expected return b. Weight of stock Weight of risk-free Beta C. d. Weight of stock Weight of risk-free