Peter, your friend, wants to form a portfolio comprising a US Treasury bill and Apple stock. The Treasury bill is yielding $4\mathrm{.}0\%.$ Apple stock, according to analysts, has an expected return of $13\mathrm{.}2\%,$ beta of $1\mathrm{.}3,$ and standard deviation of $30\%.$ Peter wants to form a portfolio that has the same beta as the market.

a$.$ What are the weights of the Treasury bill and Apple stock in Peter's portfolio? $(5$ pts$)$

b$.$ Calculate the expected return of his portfolio.