A stock has a beta of 1.80 and an expected return of 13 percent. A risk-free asset currently earns 3.2 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 .99, 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 9 percent, what is its beta? (Do not round intermediate calculations and round your answer to 3 decimal places, e.g., 32.161.) d. If a portfolio of the two assets has a beta of 3.60, what are the portfolio weights? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations.) Answer is complete but not entirely correct. a. 8.10 % b. 0.5500 45.0000 Expected return Weight of stock Risk-free weight Beta Weight of stock Risk-free weight C. 1.070 d. 200 100 X