A stock has a beta of 1.0 and an expected return of 14 percent. A risk-free asset currently earns 4.5 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 b. If a portfolio of the two assets has a beta of 0.85, 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 % Beta Portfolio Weight c. If a portfolio of the two assets has an expected return of 9.25 percent, what is its beta? Note: Do not round intermediate calculations. Round your answer to 4 decimal places. Stock Risk-free asset % % d. If a portfolio of the two assets has a beta of 1.36, 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. Portfolio Weight % %

A stock has a beta of 1.0 and an expected return of 14 percent. A risk-free asset currently earns 4.5 percent: a. What is the expected return on a portfollo 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. b. If a portfolio of the two assets has a beta of 0.85 , what are the portfollo weights? Note: 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 9.25 percent, what is its beta? Note: Do not round intermediate calculations. Round your answer to 4 decimal places. d. If a portfolio of the two assets has a beta of 136 , 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