Question 9: (2+2+2) Telecom Italia has a beta of 1.25 and an expected return of 14%. The Italian risk-free is currently earning 2.1% A. If a portfolio of the two assets has a beta of 0.93, what are the portfolio weights? B. If a portfolio of two assets has a required return of 9 percent,, what is its market risk premium? C. If you construct a different combination of the portfolio with the previous two assets that result in a 2.5 Beta, what are the portfolio weights? How do you interpret the weights for the two assets in this case? Question 9: (2+2+2) Telecom Italia has a beta of 1.25 and an expected return of 14%. The Italian risk-free is currently earning 2.1% A. If a portfolio of the two assets has a beta of 0.93, what are the portfolio weights? B. If a portfolio of two assets has a required return of 9 percent,, what is its market risk premium? C. If you construct a different combination of the portfolio with the previous two assets that result in a 2.5 Beta, what are the portfolio weights? How do you interpret the weights for the two assets in this case