A stock has a beta of 1.1 and an expected return of 8 percent. A risk-free asset currently earns 3.2 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 5.60 % b. If a portfolio of the two assets has a beta of 0.38, what are the portfolio weights? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Stock Portfolio Portfolio Weight 34.54% 65.45 % Risk-free asset c. If a portfolio of the two assets has an expected return of 11.00 percent, what is its beta? (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 1.15, 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