Question $6(1$ point$)$

A market portfolio has earned an average of $9\%$ year over year with a standard deviation of $14\%.$ T$-$bills currently yield $2\%.$ If portfolio risk is set to $5\%$ what is the asset allocation to the market portfolio?

$35\mathrm{.}71\%$

$100\mathrm{.}00\%$

$83\mathrm{.}33\%$

$64\mathrm{.}29\%$