In a very small market, there are the two risk-bearing assets A and B as well as a risk-free investment alternative. Asset A has an expected return of 10.15% and a standard deviation of 25.91% and asset B has an expected return of 5.18% and a standard deviation of 11.07%. The risk-free asset has a return of 2.57% and assets A and B have a correlation of -0.38. Calculate the weights of the market portfolio and indicate how the portfolio is weighted by choosing one of the options below.

12% in asset A and 88% in asset B

17 % i asset A och 83 % i asset B

27 % i asset A och 73 % i asset B

22 % i asset A och 78 % i asset B

32 % i asset A och 68 % i asset B