16.00 points Stock J has a beta of 1.22 and an expected return of 13.26 percent, while Stock K has a beta of .77 and an expected return of 10.2 percent. You want a portfolio with the same risk as the market. What is the portfolio weight of each stock? (Do not round intermediate calculations and round your answers to 4 decimal places, e.g., 32.1616.) Stock J Stock K What is the expected return of your portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g, 32.16.) Expected return of the portfolio References eBook &Resources Worksheet Learning Objective: 11-01 Calculate expected retums Difficulty: 1 Basic Section: 11.6 Systematic Risk and Beta