A stock has a beta of 1.22 and an expected return of 12 percent. A risk-free asset currently earns 3.9 percent. a. What is the expected return on a portfolio that is equally invested in the two assets? (Do not round Intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e... 32.16.) Expected return 7.95 % b. If a portfolio of the two assets has a beta of 82, what are the portfolio weights? (Do not round intermediate calculations and round your answers to 4 decimal places, e.... 32.1616.) Weight of the stock Weight ot the risk-free asset 67296 3279% c. If a portfolio of the two assets has an expected return of 11.2 percent, what is its beta? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) Beta 110 d. It a portfolio of the two assets has a beta of 242, what are the portfolio weights? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations and round your answers to 4 decimal places, 0.9., 32,1616.) Weight of the stock Weight ot the street 198.36% -9836%