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

Stock J has a beta of 1.3 and an expected return of 13.66 percent, while Stock K has a beta of .85 and an expected return of 10.6 percent. You want a portfolio with the same risk as the market.
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.
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.

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