I don't think it needs additional information.

5. Below you have a list of assets that you can buy. One of them is the market portfolio. The risk-free rate of return is 5% annually. E(R) 18% 4% 15% 10% Standard Dev. 30% 10% 20% 20% (a) Which asset is the market portfolio? Explain. (b) You would like to hold an efficient portfolio from the set of assets above, including the T-bill, with a beta equal to 1.55. What is the expected return and the standard deviation of this efficient portfolio