Consider the information on the$$ market, the$$ risk$-$free asset,$$ and a mutual$$ fund. You want to build a 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?

Mutual Fund Market Risk Free

E$($k$)11\mathrm{.}1\%8\mathrm{.}5\%2\mathrm{.}0\%$

Beta $1\mathrm{.}410$

Portfolio weight