Problem 12-10 Portfolio Weights (LO4, CFA2) A stock has a beta of 9 and an expected return of 9 percent. A risk-free asset currently earns 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 return % b. If a portfolio of the two assets has a beta of.5, what are the portfolio weights? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Portfolio Weight Stock % Risk-free asset % c. If a portfolio of the two assets has an expected return of 8 percent, what is its beta? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Beta d. If a portfolio of the two assets has a beta of 1.80, 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 the nearest whole number.) Portfolio Weight % Stock Risk-free asset %