A. Consider the following historic information on the? market, the? risk-free rate? (T-Bills) and two mutual? funds, Templeton and Fidelity.

	Templeton	Fidelity	Market	T-Bills
Average	13.34%	7.81%	11.36%	1.40%
Beta	1.50%	0.70	1	0

Assume that you invested in a two asset portfolio comprising the market portfolio and? T-bills over the same period as covered in the table. Your portfolio beta was exactly the same as? Fidelity's beta. What was the portfolio weight on the market in your? portfolio.

The portfolio weight on the market in your portfolio was (?) ?(Round to two decimal? places.)

B. You own two risky? assets, both of which plot on the security market? line. Asset A has an expected return of 12.81% and a beta of 1.06. Asset B has an expected return of 14.03% and a beta of 2.25. If your portfolio beta is the same as the market? portfolio, what proportion of your funds are invested in Asset? A?

The weight of Asset A in your portfolio is (?) ?(Round to two decimal? places.)