Consider the information on the market, the risk$-$free asset, and a mutual fund. You want to build two$-$asset portfolio comprising the market portfolio and the risk$-$free asset such that your portfolio beta is the same as the mutual fund. What is the portfolio weight on the market in your portfolio?

$\backslash$table$[[,$Mutual Fund,Market,Risk Free$],[E(k),11\mathrm{.}1\%,8\mathrm{.}5\%,2\mathrm{.}0\%$