Questi (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 riskler? c. If the risk-free rate of interest were 3 percent and the market risk premium were 7.5 percent, what rate of retum would you expect to eam from each of the portfolio Data Table Asset A B C D Beta 2.20 1.05 0.45 -1.80 Portfolio Weightings First Portfolio Second Portfolio 15% 35% 15% 35% 35% 15% 35% 15% Print Done