What is the portfolio weight of each stock

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Reference no: EM13937237

Stock J has a beta of 1.3 and an expected return of 13.66 percent, while Stock K has a beta of 0.85 and an expected return of 10.6 percent. You want a portfolio with the same risk as the market.

Requirement 1:

What is the portfolio weight of each stock? (Do not round intermediate calculations. Round your answers to 4 decimal places (e.g., 32.1616).)

Stock J

Stock K

Reference no: EM13937237

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