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Stock J has a beta of 1.29 and an expected return of 13.61 percent, while Stock K has a beta of 0.84 and an expected

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Stock J has a beta of 1.29 and an expected return of 13.61 percent, while Stock K has a beta of 0.84 and an expected return of 10.55 percent. You want a portfolio with the same risk as the market. Requirement 1: What is the portfolio weight of each stock? (Do not round intermediate calculations. Round your answers to 4 decimal places (e.g., 32.1616).) Requirement 2: What is the expected return of your portfolio? (Do not round intermediate calculations. Enter your answer as a percentage rounded to 2 decimal places (e.g., 32.16).)

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