Suppose that all assumptions of CAPM hold. Suppose that there are only two risky assets in the market, A and B. A has expected return of rA=15%, and B has expected return of rB=9%. A has standard deviation of return of A=25%, and B has standard deviation of return of B=20%. Returns of A and B are uncorrelated with each other. The risk-free rate is rf=3%.

Compute the weight of asset A in the market portfolio.