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A stock has a beta of 1 . 1 0 and an expected return of 1 2 percent. A risk - free asset currently earns

A stock has a beta of 1.10 and an expected return of 12 percent. A risk-free asset currently earns 2.6 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 .77, what are the portfolio weights? (Do not round intermediate calculations and round your answers to 4 decimal places, e.g.,.1616.)
c.
If a portfolio of the two assets has an expected return of 9 percent, what is its beta? (Do not round intermediate calculations and round your answer to 3 decimal places, e.g.,32.161.)
d.
If a portfolio of the two assets has a beta of 2.20, what are the portfolio weights?

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