Problem 12-10 Portfolio Weights (LO4, CFA2) A stock has a beta of 13 and an expected return of 10 percent. A risk-free asset currently earns 3.4 percent. a. What is the expected return on a portfolio that is equally invested in the two assets? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Expected retum b. If a portfolio of the two assets has a beta of 0.32, what are the portfolo weights? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Portfolo Weight Shock Rkree asset c. ifa portfolo of the two assets has an expected return of 11.50 percent, what is its beta? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Beta d. If a portfollo of the two assets has a beta of 1.41, what are the portfollo weights? (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Portfolio Weight Stock Risk free asset