Stock J has a beta of 1.31 and an expected return of 13.71 percent, while Stock K has a beta of .86 and an expected return of 10.65 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.)

Stock J
Stock K

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.)