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Stock J has a beta of 1.26 and an expected return of 13.46 percent, while Stock K has a beta of .81 and an expected

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Stock J has a beta of 1.26 and an expected return of 13.46 percent, while Stock K has a beta of .81 and an expected return of 10.4 percent. You want a portfolio with the same risk as the market. 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.) 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.) Expected return of the portfolio %

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