A portfolio consists of one risky asset and one risk-free asset. The risky asset has an expected return of 14.7 percent and a beta of 1.35. The risk-free asset has an expected return of 2.4 percent (a) (4 points) Suppose a portfolio of the two assets has a beta of 1.06. What are the portfolio weights? What is the expected return on the portfolio? (h) (4 points) Suppose a portfolio of the two assets has an expected return of 17.8 percent. What are the portfolio weights? What is the portfolio beta? B $