A stock has a beta of 1.10 and an expected return of 12 percent. A risk-free asset currently earns 2.6 percent. 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 0.77, what are the portfolio weights? Weight of stock = Risk-free weight = c. If a portfolio of the two assets has an expected return of 9 percent, what is its beta? d. If a portfolio of the two assets has a beta of 2.20, what are the portfolio weights? Weight of stock = Risk-free weight =