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The stock A has a beta of 1.36 and an expected return of 13.8 percent. A risk-free asset currently earns 2.9 percent. If you want

The stock A has a beta of 1.36 and an expected return of 13.8 percent. A risk-free asset currently earns 2.9 percent.

If you want to use the stock A and the risk free asset to construct a portfolio that has a beta of 0.82, what are the portfolio weights?

Weight of the stock %
Weight of the risk-free asset %

. For this portfolio that you just constructed, what is its expected return?

. If you want to use the stock A and the risk free asset to construct a portfolio that has the average systematic risk, what is this portfolio's expected return?

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