Questions H 28 to $30 use the following setup: A stock has a beta of 1.2 and an expected retum of 11.6%. A risk-free asset has a return of 3.2% (this is the risk-free interest rate). What is the market risk premium? 75 6.50% 8. 4% 9.67% Question 30 0.5pts Questions #28 to #30 use the following setup; A stock has a beta of 1.2 and an expected return of 11.6%. A risk-free asset has a return of 3.2% (this is the risk-free interest rate). What is the expected return of a portfolio that has 40% invested in the stock and 60% invested in the risk-free asset? 7.81% 6.56% 7.4K 8.24K