Problem 11-17 Using CAPM [LO 4] A stock has a beta of 1.3 and an expected return of 12.8 percent. A risk-free asset currently eams 4.3 percent. Required: (a) What is the expected retum on a portfolio that is equally invested in the two assets ? (Do not round Intermediate calculations. Enter your answer as a percentage rounded to 2 decimal places (e.g., 32.16).) Expected retum 8.55% (b) If a portfolio of the two assets has a beta of 0.9, what are the portfolio weights? (Do not round intermediate calculations. Round your answers to 4 decimal places (e.g., 32.1616).) Weight of the stock Weight of the risk-free asset (c) If a portfolio of the two assets has an expected return of 12 percent, what is its beta? (Do not round intermediate calculations. Round your answer to 2 decimal places (e.g., 32.16).) A Beta 1.17 (d) If a portfolio of the two assets has a beta of 2.5, what are the portfolio weights? (Negative amounts should be indicated by a minus sign. Do not round Intermediate calculations. Round your answers to 4 decimal places (e.g., 32.1616).) Weight of the stock Weight of the risk-free asset