Problem 12-10 Portfolio Weights (LO4, CFA2) A stock has a beta of 1.3 and an expected return of 10 percent. A risk-free asset currently earns 3.4 percent. a. What is the expected return on a portfolio that is equally invested in the two assets? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Expected retum mces b. If a portfolio of the two assets has a beta of 0.32, what are the portfolio weights? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Portfolo Weight Stock Risk-free asset lam Late c. If a portfolio of the two assets has an expected return of 11.50 percent, what is its beta? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Beta d. If a portfolio of the two assets has a beta of 1.41, what are the portfolio weights? (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Portfolio Weight Stock Risk-free asset