A stock has a beta of 1.3 and an expected return of 13%. A risk-free asset currently earns 2%. What is the expected return of a portfolio equally invested in the two assets? 15.0% 11.0% 7.5% 6.8% 9.2% Question 9 3 pts A stock has a beta of 1.3 and an expected return of 13%. A risk-free asset currently earns 2%. If a portfolio of the two assets has a beta of 8 , what are the portfolio weights? 61.5% in the stock and 38.5% in the risk-free asset 65% in the stock and 35% in the risk-free asset 71.5% in the stock and 28.5% in the risk-free asset 50% in the stock and 50% in the risk-free asset 100% in the stock and 0% in the risk-free asset A stock has a beta of 1.3 and an expected return of 13%. A risk-free asset currently earns 2%. If a portfolio of the two assets has an expected return of 10%, what is its beta? \begin{tabular}{l} .945 \\ .875 \\ \hline 1.30 \\ \hline 1.20 \\ \hline 1.085 \\ \hline \end{tabular} Question 12 3 pts You own a portfolio that has $4,000 invested in Stock A and $6,000 invested in Stock B. If the expected returns on these stocks are 8% and 10%, respectively, what is the expected return on the portfolio? 9.2% 9% 8.7% 8.4% 9.4%