Assume you wish to hold a portfolio consisting of Loblaw stock and a riskless

asset. Given the following information, calculate portfolio expected returns and

portfolio betas, letting the proportion of funds invested in Loblaw range from $0$

to $125\%$

Loblaw has a beta $(\backslash$beta $)$ of $1\mathrm{.}2$ and an expected return of $18\%.$

Risk$-$free rate is $7\%.$

Loblaw weights: $0\%,25\%,50\%,75\%,100\%$