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 4 percent and the market risk premium were 5 percent, what rate of return would you expect to earn from each of the portfolios? a. The beta on the first portfolio is (Round to three decimal places) i Data Table Asset CO Beta 2.50 1.00 0.50 - 1.50 Portfolio Weightings First Portfolio Second Portfolio 10% 40% 10% 40% 40% 10% 40% 10% Print Done