Suppose that the stock market is made up of only two kinds of stocks, small stocks and large stocks. In this hypothetical stock market, if you regress the excess return on each one of the small stocks on the excess market return you find that they all share the same _Small. That is, the for small stocks is 1.3 (i.e. _Small=1.3).

Similarly, if you regress the excess return on each one of the large stocks on the excess market return you find that they all share the same _Large. That is the for large stocks is 0.9 (i.e. _Small=0.9).

What fraction of the aggregate stock market value is accounted for by large stocks, and what fraction by small stocks?