(Portfolio beta and CAPM) You are putting together a portfolio made up of four different stocks. However, you are considering two possible weightings: a. What is the beta on each portfolio? b. Which portfolio is riskier? c. If the risk-free rate of interest were 5 percent and the market risk premium were 5.5 percent, what rate of return would you expect to earn from each of the portfolios? (Round to three decimal places. a. The beta on the first portfolio is Data Table Portfolio Weightings Asset Beta Second Portfolio First Portfolio A 2.20 15% 35% 0.90 15% 35% 0.55 35% 15% -1.40 35% 15% BCD