(Portfolio beta and CAPM) You are putting together a portfolio made up of four different stocks. However, you are considering two possible weightings: B a. What is the beta on each portfolio? b. Which portfolio is riskier? C. If the risk-free rate of interest were 4.5 percent and the market risk premium were 6 percent, what rate of return would you expect to earn from each of the portfolios? a. The beta on the first portfolio is 1 (Round to three decimal places.) Data table Portfolio Weightings Asset Beta First Portfolio Second Portfolio 2.40 15% 35% 0.95 15% 35% 0.40 35% 15% D - 1.80 35% 15% (Click on the icon in order to copy its contents into a spreadsheet.) Print Done