You have two stock portfolios with betas of $1\mathrm{.}20($portfolio X$)$ and $1\mathrm{.}45($portfolio Y$).$ Additionally, you know that portfolio X $($portfolio Y$)$ has had an average return over the past $20$ years of $11\mathrm{.}47\%(13\mathrm{.}14\%)$ and a standard deviation of $34\mathrm{.}57\%(49\mathrm{.}28\%).$ The market risk premium is $7\mathrm{.}0\%$ and the risk$-$free rate is $3\mathrm{.}4\%.$

a$.$ What is the expected return on portfolio Y$?$

b$.$ What is the Sharpe ratio of portfolio X$?$

c$.$ If you wanted a portfolio that is a combination of portfolios X and Y to have an expected return of

$12\mathrm{.}50\%,$ what would be the portfolio weights?