Peter Parker's investment behavior is consistent with the assumptions of CAPM. The risk free rate is 5% and the expected return on the market portfolio is 10%. In addition, Peter estimates that the variance of the market portfolio 6.25%. Peter has decided that he wants a CAPM consistent portfolio with an expected return on 20%. Calculate beta, the weights, and standard deviation of Peter's portfolio.

I understand how to use the SML to get a Beta for the portfolio of 3, but how do you get the weights for the market and risk free?

Lastly, for the standard deviation I took the square root of the variance and got .25, but the answer for the problem is .75. Why must you multiply by Beta?