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Stock J has a beta of 1.36 and an expected return of 13.96 percent, while Stock K has a beta of .91 and an expected

image text in transcribed Stock J has a beta of 1.36 and an expected return of 13.96 percent, while Stock K has a beta of .91 and an expected return of 10.9 percent. You want a portfolio with the same risk as the market. a. What is the portfolio weight of each stock? Note: Do not round intermediate calculations and round your answers to 4 decimal places, e.g., 32.1616. b. What is the expected return of your portfolio? Note: Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16

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