Question: Page 4: 5) Page 5: Question 33 (1 point) A friend brags that she expects to earn a return of 10.25% on her portfolio with

Page 4: 5) Page 5: Question 33 (1 point) A friend brags that she expects to earn a return of 10.25% on her portfolio with a beta of 0.825. You construct a 2-asset portfolio to match her performance with Stock X (12% return and a beta of 1.1) and the risk free asset with an expected return of 5%? What is the portfolio weight on Stock X? Page 6: 11

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