All sub-questions a) I) relate to the following information: Consider the following six (6) portfolios plotted with the Minimum Variance Frontier. Assume all portfolios, except portfolios O and P, are fairly priced according to the CAPM: This question (parts al ) is worth 15 marks in total. For each part, if you enter the correct answer you will receive full marks (even if you don't show working). If you choose to show working, and get the answer incorrect, you may receive part marks. If you simply enter the incorrect answer and do not show working, you will not receive any part marks. j) You then combine the Active Portfolio with the Market Portfolio. To maximise the Sharpe ratio, the optimal weight in the Active Portfolio WA is and the optimal weight in the Market Portfolio wM is (1.5 marks) Enter your answer to 3 decimal places eg if your answer is 6.54% enter as 0.065