Data table Asset A B Beta 2.00 1.05 0.40 - 1.30 Portfolio Weightings First Portfolio Second Portfolio 12% 38% 12% 38% 38% 12% 38% 12% D (Portfolio beta and CAPM) You are putting together a portfolio made up of four different stocks. However, you are considering two possible weightings: a. What is the beta on each portfolio? b. Which portfolio is riskier? c. If the risk-free rate of interest were 3 percent and the market risk premium were 6 percent, what rate of return would you expect to earn from each of the portfolios