A stock has a beta of 135 and an expected return of 13.3 percent. A risk-free asset currently earns 4.55 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.95, 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 12.5 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 2.55, 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.) 96 a. Expected return b. Weight of stock Weight of risk-free asset C. Bota d Weight of stock Weight of risk-free 9 Id D A E 80 000 000 F4 FS 57 II # 3 $ 4 1 % 5 6 & 7 ac