8. A stock has a beta of 1.1 and an expected return of 15 percent. A risk-free asset currently earns 5 percent. 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 0.6, what are the portfolio weights? c) If a portfolio of the two assets has an expected return of 9 percent, what is its beta?