A stock has a beta of 1.37 and an expected return of 13.5 percent. A risk-free asset currently earns 4.65 percent.

Required:
(a)	What is the expected return on a portfolio that is equally invested in the two assets?

(b)	If a portfolio of the two assets has a beta of 0.97, what are the portfolio weights?

(c)	If a portfolio of the two assets has an expected return of 12.7 percent, what is its beta?

(d)	If a portfolio of the two assets has a beta of 2.57, what are the portfolio weights?