A stock has a beta of $\mathrm{.}95$ and an expected return of $8\mathrm{.}5$ percent. A risk$-$free asset currently earns $4$ percent.

a$.$ If a portfolio of the two assets has an expected return of $8$ percent, what is its beta?

b$.$ If a portfolio of the two assets has a beta of $1\mathrm{.}80,$ what are the portfolio weights? How do you interpret the weights for the two assets in this case? Explain.