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Stock J has a beta of 1 . 2 8 and an expected return of 1 3 . 5 6 percent, while Stock K has

Stock J has a beta of 1.28 and an expected return of 13.56 percent, while Stock K has a beta of .83 and an expected return of 10.5 percent. You want a portfolio with the same risk as the market.
a. What is the portfolio weight of each stock?
Note: Do not round intermediate calculations and round your answers to 4 decimal places, e.g.,32.1616.
b. What is the expected return of your portfolio?
Note: Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g.,32.16.
\table[[a. Stock J,],[Stock K,],[b. Expected return,%
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