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Stock J has a beta of 1.39 and an expected return of 14.11 percent, while Stock K has a beta of .94 and an expected

Stock J has a beta of 1.39 and an expected return of 14.11 percent, while Stock K has a beta of .94 and an expected return of 11.05 percent. You want a portfolio with the same risk as the market. What is the portfolio weight of each stock? What is the expected return of your portfolio?

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