You have a portfolio of these 4 stocks: H, I, J, and K. The expected return of the portfolio, E(r), is 16%. The portfolio weights (w) of each stock are equal to each other. The expected return of stock H is 15%, the expected return of stock I is 20%, and the expected return of stock J is 10%.

What is the expected return of stock K?

19%

1.1875%

11.25%

4.75%