17

Questions 16-17 are based on the information that follows. 5ps An efficient portfolio provides an expected return of 50%. The expected return of the market is 24.8% and the standard deviation of the market return is 2245%. Assume that a risk tree asset exists that generates a 5h return 17. What is the weight of the market in this efficient portfolio? 00:23 0045 0 3.23 02.32