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A stock has a beta of 0.9 and an expected return of 11 percent. A risk-free asset currently earns 3.5 percent. a. What is the

A stock has a beta of 0.9 and an expected return of 11 percent. A risk-free asset currently earns 3.5 percent. a. What is the expected return on a portfolio that is equally invested in the two assets? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) b. If a portfolio of the two assets has a beta of 0.29, what are the portfolio weights? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) c. If a portfolio of the two assets has an expected return of 11.75 percent, what is its beta? (Do not round intermediate calculations. Round your answer to 4 decimal places.) d. If a portfolio of the two assets has a beta of 1.38, what are the portfolio weights?

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