What is the expected return of your portfolio what is the


Stock J has a beta of 1.23 and an expected return of 13.31 percent, while Stock K has a beta of 0.78 and an expected return of 10.25 percent. You want a portfolio with the same risk as the market.

Requirement 1: What is the portfolio weight of each stock?

Requirement 2: What is the expected return of your portfolio?

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