Suppose that the Nasdaq, with a beta of 1 , has an expected return of 12 percent, and Treasury Bills provide a risk-free return of 3 percent. a. Construct a portfolio from these two assets with an expected rate of return of 1 percent b. Calculate the beta of the portfolio c. Construct a portfolio from these two assets with a beta of 0.5, what are the weights? What is the portfolio's expected return