Question 15 7.5 pts A stock has a beta of 1.35 and an expected return of 15 percent. A risk-free asset currently earns 5.1 percent. The beta of a portfolio comprised of these two assets is 0.85. What percentage of the portfolio is invested in the stock? (hint: the beta of the risk-free asset is zero). 71 percent 63 percent 77 percent 92 percent