A stock has a beta of 1.2 and an expected return of 11.6%. A risk-free asset has a return of 3.2% (this is the risk-free interest rate). You want to use the stock and the risk-free asset to form a portfolio that is equally as risky as the market portfolio. What is the portfolio's weight in the risk-free asset? . 83.33 percent 16.67 percent 100 percent 86.25 percent