4. 12.00 points value Problem 13-20 Using CAPM [LO4] A stock has a beta of 1.65 and an expected retun of 11 percent. A risk-free asset currently eams 2.6 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) xpected return b. If a portfolio of the two assets has a beta of 99, what are the portfolio weights? (Do not round intermediate calculations. Round your answers to 4 decimal places, e.g, 32.1616) Weight of stock Risk-free weight c. If a portfolio of the two assets has an expected retum of 10 percent, what is its beta? (Do not round intermediate calculations. Round your answer to 3 decimal places, e.g.32.161) d. If a portfolio of the two assets has a beta of 3.30, 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 Hints References eBook& Resources Ft F3 F4 F7 2 3 4