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Stock J has a beta of 1.37 and an expected return of 14.01 percent, while Stock K has a beta of 0.92 and an expected
Stock J has a beta of 1.37 and an expected return of 14.01 percent, while Stock K has a beta of 0.92 and an expected return of 10.95 percent. You want a portfolio with the same risk as the market. Requirement 1: What is the portfolio weight of each stock? (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? (Do not include the percent sign (%). Round your answer to 2 decimal places (e.g., 32.16).) Expected return of the portfolio=?%
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