Just 22 amount invested

expected return of 11.3 percent, how much money will you invest in Stock H? In Stock L? LO1 22. Calculating Portfolio Weights Stock J has a beta of 1.18 and an expected return of 12.9 percent, while Stock K has a beta of .89 and an expected return of 9.8 percent. You want a portfolio with the same risk as the market. How much will you invest in each stock? What is the expected return of your portfolio? LO1 23. Calculating Portfolio Weights and Expected Return You have a portfolio with the following