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Stock J has a beta of 1.35 and an expected return of 13.91percent, while Stock K has a beta of .90 and an expected return of10.85 percent. You want a portfolio with the same risk as themarket.What is the portfolio weight of each stock? (Do not roundintermediate calculations and round your answers to 4 decimalplaces, e.g., 32.1616.) Stock JStock K What is the expected return of your portfolio? (Do notround intermediate calculations and enter your answer as a percentrounded to 2 decimal places, e.g., 32.16.)Expected return of the portfolio %
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