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A stock has a beta of 1.32 and an expected return of 13 percent. A risk-free asset currently earns 4.4 percent. o. What is the
A stock has a beta of 1.32 and an expected return of 13 percent. A risk-free asset currently earns 4.4 percent. o. What is the expected return on a portfolio that is equally invested in the two assets? Note: Do not round Intermedlate calculatlons and enter your answer as a percent rounded to 2 declmal places, e.g., 32.16. b. If a portfolio of the two assets has a beta of .92, what are the portfolio weights? Note: Do not round Intermedlate calculatlons and round your answers to 4 declmal places, e.g., .1616. c. If a portfolio of the two assets has an expected return of 12.2 percent, what is its beta? Note: Do not round Intermedlate calculatlons and round your answer to 2 declmal pleces, e.9., 32.16. d. If a portfolio of the two assets has a beta of 2.52 , what are the portfolio weights? Note: A negatlve answer should be Indleated by a minus slgn. Do not round Intermedlate calculatlons and round your answers to 4 declmal places, e.9., 1616
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