a. Your portfolio is invested 30 percent each in A and C, and 40 percent in B. What is the expected return of the portfolio? b. What is the variance of this portfolio? The standard deviation? 20.2Z Using CAPM [ [ LO4 ] A stock has a beta of 1.19 and an expected return of 12.4 percent. A risk-free asset currently earns 2.7 percent. a. What is the expected return on a portfolio that is equally invested in the two assets? b. If a portfolio of the two assets has a beta of .92 , what are the portfolio weights? c. If a portfolio of the two assets has an expected return of 10 percent, what is its beta? d. If a portfolio of the two assets has a beta of 2.38 , what are the portfolio weights? How do you interpret the weights for the two assets in this case? Explain