Stock $x$ has a beta of $1\mathrm{.}60$ and stock $Y$ has a beta of $0\mathrm{.}60.$ Assume the risk$-$free rate is $2\mathrm{.}50\%$ and the

expected return on the market portfolio is $10\mathrm{.}00\%.$ Over the past ten years, stock $x$ has had an average

return of $13\mathrm{.}65\%,$ with a standard deviation of $41\%,$ and stock $Y$ has had an average return of $9\mathrm{.}25\%,$ with a

standard deviation of $28\%.$

a$.$ What is the expected return on stock $x$ and stock $Y?14\mathrm{.}50\%$;$7\mathrm{.}00\%$

b$.$ What would be the beta and expected return of a portfolio in which the investment in stock $Y$ is $1\mathrm{.}5$

times as much as the investment in stock $x?1\mathrm{.}00$: $10\mathrm{.}00\%$

c$.$ What would be the beta and expected return of a portfolio that is $70\%$ invested in stock $x$ and

$30\%$ invested in stock $Y?1\mathrm{.}30$;$12\mathrm{.}25\%$

d$.$ What is the abnormal return $($alpha$)$ on stock $x$ and on stock $Y?-0\mathrm{.}85\%$;$2\mathrm{.}25\%$

e$.$ Compute the Sharpe ratios for stock $x$ and stock Y$.0\mathrm{.}27$: $0\mathrm{.}24$

What would the step by step look like for these questions.