Use the following information to answer the next two questions: Myrna has $175,000 invested in a stock that has a beta of 0.6 and $400,000 invested in a stock with a beta of 1.4. The return on the market is 11 percent, and the risk-free rate of return is 4.5 percent. If these are the only two investments in her portfolio, what is her portfolio's beta? Round your answer to two decimal places. Use the capital asset pricing model to find the expected return on the portfolio. The covariance between Alcoa, Inc's (Ticker: AA) returns and the market's returns is 0.0019057. The variance of the market's returns is 0.0011851. Calculate and interpret Alcoa, Inc's beta. Round your answer to two decimal places. The correlation between Exelon Corporation's (Ticker: EXC) returns and Monsanto Company's (Ticker: MON) returns is 0.1840435. Exelon Corporation has a variance of returns of 0.002932 while Monsanto Company has a variance of returns of 0.0057854. Calculate the standard deviation of returns for a portfolio consisting of 68 percent Exelon Corporation stock and 32 percent Monsanto Company stock