(Do not round intermediate calculations. Round the final answer to 2 decimal places. Negative answers should be indicated by a minus sign. Enter the answers in percentage. For example, enter 5% instead of 0.05) 5. There are two assets: A stock has a beta of 1.3 and an expected return of 14%. A risk-free asset currently earns 3%. a. What is the expected return of the market portfolio? 1:08:43 Market expected return = ok b. What is the expected return on a portfolio that is equally invested in the stock and the risk-free asset? Portfolio expected return % c. If a portfolio of the two assets has a beta of 0.8, what are the portfolio weights? Weight of the stock: % Weight of the risk-free asset: d. If a portfolio of the two assets has a beta of 1.9, what are the portfolio weights? Weight of the stock: % Weight of the risk-free asset: %