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Stock J has a beta of 1.34 and an expected return of 13.86 percent, while Stock K has a beta of 0.89 and an expected

Stock J has a beta of 1.34 and an expected return of 13.86 percent, while Stock K has a beta of 0.89 and an expected return of 10.8 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).) Stock J Stock K Requirement 2: What is the expected return of your portfolio?

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