A stock has a beta of 1.20 and an expected return of 14 percent. A risk-free asset currently earns 3 percent. a) What is the expected return on a portfolio that is equally invested in the two assets? Expected return 8.50% b) If a portfolio of the two assets has a beta of .72, what are the portfolio weights? Weight of stock Weight of risk free c) If a portfolio of the two assets has an expected return of 10 percent, what is its beta? (round to 3 decimal places) Portfolio beta d) If a portfolio of the two assets has a beta of 2.40, what are the portfolio weights? Weight of stock Weight of risk free