I am just struggling with these problems. No matter how I put it in I am coming up wrong. I don't know if I am rounding the numbers to early or what. Can someone please help me?

1. Consider the following information: Rate of Return if State Occurs State of Economy Boom Good Poor Bust Probability of State of Economy .15 .45 .35 .05 Stock A .36 .21 -.03 -.17 Stock B .46 .17 -.06 -.21 Stock C .26 .10 -.04 -.07 a. Your portfolio is invested 22 percent each in A and C, and 56 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) % Expected return b-1.What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 32.16161.) Variance b-2.What is the standard deviation? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) % Standard deviation 2. A stock has a beta of 1.50 and an expected return of 14 percent. A risk-free asset currently earns 2 percent. a. What is the expected return on a portfolio that is equally invested in the two assets? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return % 8 b. If a portfolio of the two assets has a beta of .84, what are the portfolio weights? (Do not round intermediate calculations and round your answers to 4 decimal places, e.g., 32.1616.) . Weight of stock Risk-free weight c. If a portfolio of the two assets has an expected return of 9 percent, what is its beta? (Do not round intermediate calculations and round your answer to 3 decimal places, e.g., 32.161.) Beta d. If a portfolio of the two assets has a beta of 3.00, what are the portfolio weights? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations.) Weight of stock Risk-free weight 3. Stock Y has a beta of 1.4 and an expected return of 15.2 percent. Stock Z has a beta of .7 and an expected return of 9.1 percent. If the risk-free rate is 5.4 percent and the market risk premium is 6.4 percent, the reward-to-risk ratios for stocks Y and Z are and percent, respectively. Since Stock Y is the SML reward-to-risk and Stock Z is (Click to select) is percent, . (Do not round (Click to select) intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) 4. Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = .084, E(RB) = .144, A = .354, and B = .614. a-1. Calculate the expected return of a portfolio that is composed of 29 percent Stock A and 71 percent Stock B when the correlation between the returns on A and B is .44. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return % a-2. Calculate the standard deviation of a portfolio that is composed of 29 percent Stock A and 71 percent Stock B when the correlation between the returns on A and B is .44. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation % b. Calculate the standard deviation of a portfolio with the same portfolio weights as in part (a) when the correlation coefficient between the returns on Stocks A and B is .44. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) % Standard deviation Suppose the risk-free rate is 4.7 percent and the market portfolio has an expected return of 11.4 percent. The market portfolio has a variance of .0432. Portfolio Z has a correlation coefficient with the market of . 33 and a variance of .3335 According to the capital asset pricing model, what is the expected return on Portfolio Z? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return %