Please be careful with roundings :) Thanks!

The CFO of MediSearch plc believes that investing into a project which will develop a new drug for fighting the flu virus, promises a long-term annual return of 10%. The expected return of the market index is RM = 14.4%, the volatility of the market index is OM = 12%, and the risk-free asset earns R = 4.8%. The CFO has studied similar projects of other companies and believes that the covariance between the returns of this project and the returns of the market is OPM = 0.0070 (in decimal form). What is the beta of the project? Enter your answer rounded to two decimal places. Number Section Attempt 1 of 1 Verify Obi-wan forms an aggressive growth portfolio by investing 24% of his savings in GM stock, 22% in Toyota stock, 24% in Subaru stock, 10% in an index fund, and the last 20% is allocated on a bond fund. Assume for simplicity that the index fund is a good proxy to the market portfolio and has a beta equal to 1, whereas the bond fund is a good proxy to the riskless asset. The beta of GM stock is 1.13, the beta of Toyota is 1.55, and the beta of Subaru is 1.69. If the expected return of the market index is 11% and the risk-free asset yields 3%, what are the beta and the expected return of Obi-wan's portfolio? Give your answer rounded to two decimal places What is the beta of the portfolio? Bp = Number Spielberg builds a portfolio by investing in two stocks only: Samsung (SMSN) and Nokia (NOK). According to the CAPM, the expected risk premium (i.e., the expected return minus the risk-free rate) of SMSN is 11.82% and the expected risk premium of NOK is 6.07%. The beta of SMSN is equal to 1.01. If Spielberg puts 80% of his money in SMSN stock and 20% in NOK stock, what is the approximate beta of his portfolio? Bp = Number (Please round your answer with two decimals)