Problem 13-17 Using the SML [LO4]

Asset W has an expected return of 12.2 percent and a beta of 2.00. If the risk-free rate is 4.1 percent, complete the following table for portfolios of Asset W and a risk-free asset. (Leave no cells blank - be certain to enter "0" wherever required. Do not round intermediate calculations. Enter your expected returns as a percent rounded to 2 decimal places, e.g., 32.16, and your beta answers to 3 decimal places, e.g., 32.161.)

Percentage of Portfolio in Asset W		Portfolio Expected Return		Portfolio Beta
0	%	%
25		%
50		%
75		%
100		%
125		%
150		%

If you plot the relationship between portfolio expected return and portfolio beta, what is the slope of the line that results? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)

Slope of the line

%