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A stock has a beta of 11 and an expected return of 15 percent. A risk-free asset currently earns 4.6 percent a. What is the

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A stock has a beta of 11 and an expected return of 15 percent. A risk-free asset currently earns 4.6 percent a. What is the expected return on a portfolio that is equally invested in the two assets? (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 92, what are the portfolio weights? (Do not round Intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Portfolio Weight Stock Risk-free asset 96 96 c. If a portfolio of the two assets has an expected return of 9,50 percent, what is its beta? (Do not round Intermediate calculations Round your answer to 4 decimal places.) int rences d. If a portfolio of the two assets has a beta of 1.33, what are the portfolio weights? (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 Stock Risk-free asset %

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