8 bints eBook A stock has a beta of 1.40 and an expected return of 12 percent. A risk-free asset currently earns 3.8 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 portfolio of the two assets has a beta of .91, what are the portfolio weights? (Do not round intermediate calculations and round your answers to 4 decimal places, e.9., 1616.) c. If a portfolio of the two assets has an expected return of 8 percent, what is its beta? (Do not round intermediate calculations, Round your answer to 3 decimal places, e.g., 32.161.) d. If a portfolio of the two assets has a beta of 2.80, what are the portfolio weights? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations and round your answers to the nearest whole number, e.g. 32.) Hint Print References 7.901% a. Expected return b. Weight of stock Weight of risk-free G. Portfolio beta d. Weight of stock Weight of risk-free 0.714 2 -1