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A stock has a beta of 1.12 and an expected return of 10.8 percent A risk-free asset currently earns 27 percent. a. What is the

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A stock has a beta of 1.12 and an expected return of 10.8 percent A risk-free asset currently earns 27 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 92, what are the portfolio weights? (Do c. If a portfolio of the two assets has an expected return of 9 percent, what is its beta d. if a portfoio of the two assets has a beta of 2 24, what are the portfolio weights? (Do (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) not round intermediate calculations and round your answers to 4 decimal places, e.g., 1616.) Do not round intermediate calculations and round your answer to 3 decimal places, e.g., 32.161.) d. if a portfolio of the two assets has a beta of 2.24, what are the portfolio 2 not round intermediate calculations. A negative answer should be indicated by a minus sign.) a. Expected return b. Weight of stock C. Beta

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