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A stock has a beta of 1.14 and an expected return of 10.5%. A risk-free asset currently earns 2.4%. a. What is the expected return

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A stock has a beta of 1.14 and an expected return of 10.5%. A risk-free asset currently earns 2.4%. a. What is the expected return on a portfolio that is equally invested in the two assets? (Do not round intermediate calculations. Round the final answer to 2 decimal places.) Expected return % b. If a portfolio of the two assets has a beta of 0.92, what are the portfolio weights? (Do not round intermediate calculations. Enter the answers in decimal number, not in percentage. Round the final answers to 4 decimal places.) Weight of stock Risk-free weight c. If a portfolio of the two assets has an expected return of 9%, what is its beta? (Do not round intermediate calculations. Round the final answer to 4 decimal places.) Beta d. If a portfolio of the two assets has a beta of 2.28, what are the portfolio weights? (Do not round intermediate calculations. Negative answers should be indicated by a minus sign. Enter the answers as a whole number, not in percentage.) Weight of stock Risk-free weight

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