According to Markowitzs model, assume a market portfolio with expected return 10% and volatility 25%. The risk-free rate is 5%. If you want to build a portfolio with expected return 20%, what should be the optimal weight of the market portfolio in your own portfolio?

Select one:

a. No answer

b. -42.30%

c. +27.00%

d. +15.00%

e. +300.00%