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Stock J has a beta of 1.23 and an expected return of 13.25 percent, while Stock K has a beta of .8 and an expected

  • Stock J has a beta of 1.23 and an expected return of 13.25 percent, while Stock K has a beta of .8 and an expected return of 11.40 percent. You want a portfolio with the same risk as the market. How much will you invest in each stock? What is the expected return of your portfolio?

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