question #5 (Do not round intermediate calculations. Round the final answer to 2 decimal places. Negative answers should be indicated by a minus sign. Enter the answers in percentage. For example, enter 5% Instead of 0.05) 5. There are two assets: A stock has a beta of 1.4 and an expected return of 15%. A risk free asset currently earns 5%. a. What is the expected return of the market portfolio? Market expected return % b. What is the expected return on a portfolio that is equally invested in the stock and the risk-free asset? Portfolio expected return = 9 c. If a portfolio of the two assets has a beta of 0.7, what are the portfolio weights? Weight of the stock Weight of the risk-free asset 9 d. If a portfolio of the two assets has a beta of 18, what are the portfolio weights? Weight of the stock: Weight of the risk-free asset