A stock has a beta of 1.0 and an expected return of 20%. A risk free asset currently earns 5.1%.

a) what is the expected return on a portfolio that is equally invested in the two assets?

b) if a portfolio of the two assets has a beta of .41 what are the portfolio weights? (stock and risk-free asset)

c) if a portfolio of the two assets has an expected return of 10.75% what is it Beta?

d) if a portfolio of the two assets has a beta of 1.18 what are the portfolio weights? (stock and risk-free asset)