A stock has a beta of 1.0 and an expected return of 12 percent. A risk-free asset currently earns 3.6 percent. a. What is the expected return on a portfolio that is equally invested in the two assets? Note: Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Expected return 200 % b. If a portfolio of the two assets has a beta of 0.26, what are the portfolio weights? Note: Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. Stock Risk-free asset Portfolio Weight % % c. If a portfolio of the two assets has an expected return of 12.00 percent, what is its beta? Note: Do not round intermediate calculations. Round your answer to 4 decimal places. Beta d. If a portfolio of the two assets has a beta of 1.35, what are the portfolio weights? Note: A negative value should be indicated by a minus sign. Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. Stock Risk-free asset Portfolio Weight % %