Problem 13-20 Using CAPM [LO4]

A stock has a beta of 1.55 and an expected return of 15 percent. A risk-free asset currently earns 2.2 percent.

a.	What is the expected return on a portfolio that is equally invested in the two assets? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)
b.	If a portfolio of the two assets has a beta of .93, what are the portfolio weights? (Do not round intermediate calculations and round your answers to 4 decimal places, e.g., .1616.)
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 3 decimal places, e.g., 32.161.)
d.	If a portfolio of the two assets has a beta of 3.10, what are the portfolio weights? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations and round your answers to the nearest whole number, e.g., 32.)