Stock J has a beta of 1.22 and an expected return of 13.26 percent, while Stock K has a beta of .77 and an expected return of 10.2 percent. You want a portfolio with the same risk as the market. 15 points 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.) Answer is not complete. a. Stock J 0.5111 0.4889 Stock K Expected return b. %