Question: PLEASE HELP!! SHOW WORK SO I UNDERSTAND THANK YOU :) 8. value: points 2.30 A stock has a beta of 1.2 and an expected return

PLEASE HELP!! SHOW WORK SO I UNDERSTAND THANK YOU :)

8. value: points 2.30 A stock has a beta of 1.2 and an expected return of 8 percent. A risk-free asset currently earns 3 percent. a. at is the expected return on a portfolio that is equally invested in the two assets? (Round your answer to 2 decimal places. Omit the sign in your response.) Expected return b. If a portfolio of the two assets has a beta of 1.0, what are the portfolio weights? (Round your answers to 2 decimal places. Omit the sign in your response.) Weight XS c. If a portfolio of the two assets has an expected return of 6 percent, what is its beta? (Round your answer to 2 decimal places.) Beta d. If a portfolio of the two assets has a beta of 2.40, what are the portfolio weights? (Negative amounts should be indicated by a minus sign. Omit the sign in your response.) Weight XS

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