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P3. Market Portfolio return 2017 5% 2018 4% 2019 6% 2020 3% 2021 2% Risk Free rate 1% Following Capital Market Line, if you want

P3.

Market Portfolio return
2017 5%
2018 4%
2019 6%
2020 3%
2021 2%
Risk Free rate 1%

Following Capital Market Line, if you want to get 3% of return, what will be your portfolio risk in standard deviation and what is weight of risk free asset? Please use historical data above to get your answer.

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