I don't understand this finance problem. Please help me.
Stock J has a beta of 1.37 and an expected return of 14.01 percent, while Stock K has a beta of 0.92 and an expected return of 10.95 percent. You want a portfolio with the same risk as the market.
What is the portfolio weight of each stock? (Rounded to 4 decimal places)
Stock J = ?
Stock K = ?
