$\%($Give answer as $\%$ to $2$ decimal places$)$

$1\mathrm{.}1.$ What is the unlevered beta risk of the firm? $($i$.$e$.,$ the risk as if it had no debt$)$

$($Give answer as a number to $4$ decimal places$)$

$2.$ If the firm changes its capital structure as proposed, what would be the new equity cost of capital?

$\%($Give answer as $\%$ to $2$ decimal places$)$

$3.$ What is the new Weighted Average Cost of Capital?

$\%($Give answer as $\%$ to $2$ decimal places$)$

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You are considering a $2-$stock portfolio that includes NVIDIA $($NVDA:US$)$ and Tes$/$a $($TSLA:US$)$

$\backslash$table$[[$Stock$,$Expected return,Volatility$],[$NVIDIA$,24\%,48\%$