In class, we have looked at the individual asset's beta. Portfolio beta is a measure of the overall systematic risk of a portfolio. It equals the weighted-average of the beta coefficient of all the individual assets in a portfolio. A portfolio is invested in Stock J and Stock K. Stock J has a beta of 1.23 and an expected return of 13.25 percent, while Stock K has a beta of .84 and an expected return of 10.60 percent. You want a portfolio with the same risk as the market. a. What is the portfolio weight of each stock? (Do not round intermediate calculations and round your answers to 4 decimal places, e.g., .1616.) b. 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.) Stock J Stock K b. Expected return