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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 and an expected return of percent, while Stock K has a beta of and an expected return of 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 decimal places, eg
b What is the expected return of your portfolio?
Note: Do not round intermediate calculations and enter your answer as a percent rounded to decimal places, eg
tablea Stock JStock Kb Expected return,
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