how could I argue that wA=57.1 ; wB=42.9 is the correct answer?

The correct answer is: 1.5096 In a given market that meets all CAPM assumptions, there are only two risky assets, A and B, in addition to the risk-free asset. A's expected return is 16%, while B's expected return is 23%. In addition, you know that the standard deviation for A and B is 15% and 27%, respectively, and that the correlation between both assets is 0.48. Lastly, you know that the return on the risk-free asset is 2%, and that the market is in equilibrium. With all this information, you can determine that the weights of A and B in the market portfolio are: Select one: a. WA 88.62%; WB-11.38% b. WA-31.429: WB 68.58% CWA#46.57%: WB-53,439 d. WA-75,35%; WB-24,65% e. WA-22.19%: WB-77.81% TWA-571096 WB 42.909 X The correct answer is: WA-75.35WB-24.6596 C 82