What is portfolio weight of each stock

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Stock J has a beta of 1.25 and an expected return of 13.41 percent, while Stock K has a beta of .80 and an expected return of 10.35 percent. You want a portfolio with the same risk as the market.

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

Stock J

Stock K

Reference no: EM131552353

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