A stock has a beta of 1.80 and the standard deviation of its returns is 20%. The market risk premium is 4% and the risk-free rate is 3%. What is the expected return for a portfolio equally invested in the stock and the risk-free asset (i.e., 50% of the investment in the stock and 50% in the risk-free asset)? 3.8% 6.6% 6.2% 05.6%