Show correct steps, math, and reasoning.

1. There are two stocks A and B. The risk-free rate is 0.5%; the expected annual return of the market is 5%; the beta of A stock is 1.2. The beta of B stock is 2 times the risk of A stock. Is the expected return of B stock also two times the return of A? Why? If you have $100 million, of which 30% to be invested in A and the remaining invested in B stock, what is your expected annual return?