Assume we live in a world where there exist only two risky assets and a risk-free asset with a return of 1.50%. You are given the following information:

Risky Asset	Market Cap ($Mil)	E(r)	2 (variance)	A,B (covariance)
A	845.48	6.312%	0.001554	0.00033
B	154.52	4.035%	0.002845

A) What would be the expected return on the market portfolio? (report as a decimal rounded to 4 decimal places)

B) What is the covariance between the market portfolio and Risky Asset B? (report as a decimal rounded to 4 decimal places)

C) What is the variance of the market portfolio? (report as a decimal rounded to 4 decimal places)