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A stock has a beta of 1.20 and an expected return of 14 percent. A...

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A stock has a beta of 1.20 and an expected return of 14 percent. A risk-free asset currently eams 3 percent a. What is the expected return on a portfolio that is equally invested in the two assets? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g. 32.16.) Expected return % b. If a portfolio of the two assets has a beta of 72, what are the portfolio weights? (Do not round intermediate calculations. Round your answers to 4 decimal places, 0.9., 32,1616.) Weight of stock Risk-free weight c. If a portfolio of the two assets has an expected return of 10 percent, what is its beta? (Do not round intermediate calculations. Round your answer to 3 decimal places, e.g. 32.161.) Beta d. If a portfolio of the two assets has a beta of 2.40, what are the portfolio weights ? (Do not round Intermediate calculations. Negative amounts should be indicated by a minus sign. Enter your answers as a whole number.) Weight of stock Risk free weight

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