Calculating portfolio weights stock j has a beta of 119 and


Question: Calculating Portfolio Weights. Stock J has a beta of 1.19 and an expected return of 12.95 percent, while Stock K has a beta of .84 and an expected return of 10.40 percent. You want a portfolio with the same risk as the market. How much will you invest in each stock? What is the expected return of your portfolio?

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Finance Basics: Calculating portfolio weights stock j has a beta of 119 and
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