Consider CAPM theory with the ZEX-index as market portfolio (mpf). Assume that the mpf has expected annual return rm = 8%, and volatility Om = 25%. The risk free rate is 2%. Asset A and B both have volatility 40% (0A = 40%, OB = 40%). The returns of Asset A have correlation pa= 0.8 with the AEX returns, and the returns of Asset B have correlation pe= 0.5 with the AEX returns. The correlation pabbetween the returns of asset A and B is 0.7. A portfolio consisting of assets A and B had a beta of 1. Question: Decompose the corresponding portfolio weights. Is this portfolio efficient in the sense of the Markowitz portfolio theory