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Stock J has a beta of 1 . 3 4 and an expected return of 1 3 . 8 6 % . Stock K has
Stock J has a beta of and an expected return of Stock K has a beta of and an expected return of
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 decimal places, eg
b
What is the expected return of your portfolio?
Do not round intermediate calculations and enter your answer as a percent rounded to decimal places, eg
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