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A stock has a beta of 112 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 112 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 portfolio 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, ,9-1616.) (Do not round intermediate calculations and round your answer to 3 decimal places, e.g., 32.161.) not round intermediate calculations. A negative answer should be indicated by a minus sign.) cted return b. Weight of stock Weight of risk-free c. | Beta d. Weight of stock

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