Stock J has a beta of $1\mathrm{.}23$ and an expected return of $13\mathrm{.}25$ percent, while Stock K has a beta of $\mathrm{.}8$ and an expected return of $11\mathrm{.}40$ percent. You want a portfolio with the same risk as the market.

Requirement $1$:

What is the portfolio weight of each stock? $($Do not round intermediate calculations.

Round your answers to $4$ decimal places $($e$.$g$.,32\mathrm{.}1616).)$

Stock J

Stock K

Requirement $2$:

What is the expected return of your portfolio? $($Do not round intermediate calculations.

Enter your answer as a percentage rounded to $2$ decimal places $($e$.$g$.,32\mathrm{.}16).)$

Expected return of the portfolio

$\%$