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Please provide explanation: Suppose we have one risky asset Stock I and a risk-free asset. Stock I has an expected return of 25% and a

Please provide explanation:

Suppose we have one risky asset Stock I and a risk-free asset. Stock I has an expected return of 25% and a beta of 2. The risk-free asset's return is 6%.

a) Calculate the expected returns and betas on portfolios with x% invested in

Stock I and the rest invested in the risk-free asset, where x% = 0%, 25%, 75%, 100%, 125%, and 150%.

c) Suppose we have a second risky asset, Stock J. Stock J has an expected return of 20% and a beta of 1.7. Calculate the expected returns and betas on portfolios with x% invested in Stock J and the rest invested in the risk-free asset, where x% = 0%, 25%, 75%, 100%, 125%, and 150%.

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