A stock has a beta of 1.1 and an expected return of 15 percent. A risk-free asset currently earns 5 percent. What is the expected return on a portfolio that is equally invested in the two assets? a. Referring to the same problem, if a portfolio of the two assets has a beta of .6, what are the portfolio weights? b. Referring to the same problem, if a portfolio of the two assets has an expected return of 9%, what is its beta? c. Referring to the same problem, if a portfolio of the two assets has a beta of 2.20, what are the portfolio weights?