A stock has a beta of 1.95 and an expected return of 12 percent. A risk-free asset currently earns 3.8 percent. 5:10 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 78, what are the portfolio weights? (Do not round intermediate calculations and round your answers to 2 decimal places, e.g., .32.) c. If a portfolio of the two assets has an expected return of 10 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 3.9. 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 the nearest whole number, e.g.. 32.) a Expected retum Weight of stock Weigm of rafter 02 Beto de weight of stock Wessee NEX Play 8 of 10!! A stock has a beta of 1.95 and an expected return of 12 percent. A risk-free asset currently earns 3.8 percent. 5:10 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 78, what are the portfolio weights? (Do not round intermediate calculations and round your answers to 2 decimal places, e.g., .32.) c. If a portfolio of the two assets has an expected return of 10 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 3.9. 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 the nearest whole number, e.g.. 32.) a Expected retum Weight of stock Weigm of rafter 02 Beto de weight of stock Wessee NEX Play 8 of 10