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A stock has a beta of 1.34 and an expected return of 13.2 percent. A risk-free asset currently earns 4.5 percent. a. What is the

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A stock has a beta of 1.34 and an expected return of 13.2 percent. A risk-free asset currently earns 4.5 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.g., 32.16.) b. If a portfolio of the two assets has a beta of .94 , what are the portfolio weights? (Do not round intermediate calculations and round your answers to 4 decimal places, e.g., .1616.) c. If a portfolio of the two assets has an expected return of 12.4 percent, what is its beta? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) d. If a portfolio of the two assets has a beta of 2.54 , 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, e.g., .1616.) \begin{tabular}{|l|l|r|r|} \hline a. & Expected return & 8.85 & % \\ \hline b. & Weight of stock & 0.7015 & \\ \hline & Weight of risk-free asset & 0.2985 & \\ \hline c. & Beta & 1.22 & \\ \hline d. & Weight of stock & \\ \hline & Weight of risk-free & \\ \hline \end{tabular}

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