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A stock has a beta of 0.7 and an expected return of 9 percent. A risk-free asset currently earns 4 percent a. What is the

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A stock has a beta of 0.7 and an expected return of 9 percent. A risk-free asset currently earns 4 percent a. What is the expected return on a portfolio that is equally invested in the two assets? (Round your answer to 2 decimal places. Omit the "%" sign in your response.) Expected % return b. If a portfolio of the two assets has a beta of 0.6, what are the portfolio weights?(Round your answers to 2 decimal places. Omit the "%" sign in your response.) Weight XS Xrf % % c. If a portfolio of the two assets has an expected return of 8 percent, what is its beta? (Round your answer to 2 decimal places.) Beta d. If a portfolio of the two assets has a beta of 2.80, what are the portfolio weights? (Negative amounts should be indicated by a minus sign. Omit the "%" sign in your response.) Weight % Xrf XS %

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