Question: i only need help with C. Beta A stock has a beta of 13 and an expected return of 12 8 percent. A risk-free asset
A stock has a beta of 13 and an expected return of 12 8 percent. A risk-free asset currently earns 43 percent. a. What is the expected return on a portfolio that is equally invested in the two assets? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. If a portfolio of the two assets has a beta of 90, what are the portfolio weights? (Do not round intermediate calculations and round your answers to 4 decimal places, e.g., 1616.) c. If a portfolio of the two assets has an expected return of 12 percent, what is its beta? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 3216.) d. If a portfolio of the two assets has a beta of 25, what are the portfolio welghts? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations and round your answers to 4 decimal places, e.g. 1616.) 8.55% 0.6900 0.3100 D. Expected return b. Weight of stock Weight of risk-free asset Bota d. Welght of stock Weight of risk-free 1.10 1 9200 -0.9200
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