Suppose that the Nasdaq, with beta of 1, has an expected return of 12 percent and Treasury Bills provide a risk-free return of 3 percent. a. (1 mark) Construct a portfolio from these two assets with an expected rate of return of 10 percent. b. (2 marks) Calculate the beta of the portfoliol. C. (2 marks) Construct a portfolio from these two assets with beta of 0.5, what are the weights? What is the portfolio's expected return