A stock has a beta of 1.90 and an expected return of 15 percent. A risk-free asset currently earns 3.6 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.)

Expected return

%

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., 32.1616.)

.

Weight of stock
Risk-free weight

c.	If a portfolio of the two assets has an expected return of 7 percent, what is its beta? (Do not round intermediate calculations and round your answer to 3 decimal places, e.g., 32.161.)

Beta

d.	If a portfolio of the two assets has a beta of 3.80, what are the portfolio weights? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations.)

Weight of stock
Risk-free weight