An equity has a beta of 1.08 and an expected return of 8.2 per cent. A risk-free asset currently earns 2 per cent. Required: (a)What is the expected return on a portfolio that is equally invested in the two assets? (Do not include the per cent sign (%). Round your answer to 2 decimal places (e.g., 32.16).) Expected return 1 % (b)lf a portfolio of the two assets has a beta of 0.78, what are the portfolio weights? (Enter your answers as numbers and not percentages (Enter 32.16% as 0.3216). Do not round intermediate calculations. Round your Ws answers to 6 and WRF to 5 decimal places (e.g., 32.16161).) Ws WRF (c) If a portfolio of the two assets has an expected return of 5.2 per cent, what is its beta? (Do not round intermediate calculations. Round your answer to 3 decimal places (e.g., 32.161).) Beta of the portfolio (d)lf a portfolio of the two assets has a beta of 1.68, what are the portfolio weights? (Negative value should be indicated by a minus sign. Enter your answer as number and not percentage (Enter 32.16% as 0.3216). Round your answer to 3 decimal places (e.g., 32.161).) Ws WRF s