JLGRX Rm Rf

Avg Ret $1\mathrm{.}6731\mathrm{.}2080\mathrm{.}152$

Std $5\mathrm{.}9445\mathrm{.}4730\mathrm{.}161$

In order to find M$2$ for the fund, we need to construct an adjusted portfolio P$*$ investing in the combination of the risk$-$free asset and the fund. What should be the weight of the fund in the adjusted portfolio?