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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 1.34 and an expected return of 13.86%. Stock K has a beta of .89 and an expected return of 10.8%.
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 4 decimal places, e.g.,32.1616.)
b.
What is the expected return of your portfolio?
(Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g.,32.16.)

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