Please help me solve these problems. Show work if possible. Thank you!

1.What is the value of systematic risk (as measured by beta) for a portfolio with 2/3 of the funds invested in A and 1/3 of the funds invested in B?

a.0.875

b.1.067

c.1.000

d.2.000

e.None of the above

2.What is the portfolio expected return and the portfolio beta if you invest 35% in A, 45% in B, and 20% in the risk-free asset?

a.11.0%; 0.98

b.11.8%; 0.78

c.Cannot be determined because the beta of the risk free asset is not provided

d.Cannot be determined because the market risk premium is not provided

e.None of the above