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A stock has a beta of 1.00 and an expected return of 10 percent. A risk-free asset currently earns 2.2 percent. a. What is the

A stock has a beta of 1.00 and an expected return of 10 percent. A risk-free asset currently earns 2.2 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 .80, 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 8 percent, what is its beta? (Do not round intermediate calculations. Round your answer to 3 decimal places, e.g., 32.161.)
d. If a portfolio of the two assets has a beta of 2.00, what are the portfolio weights? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations and round your answers to the nearest whole number, e.g., 32.)

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