The expected return of the market portfolio is

14%

with a standard deviation of

25%

. The risk-free rate is

6%

. What is the weight of\ the market portfolio in an efficient portfolio with a standard deviation of

30%

?\ 0.83\ 0.20\ 0.17\ 1.20

The expected return of the market portfolio is 14% with a standard deviation of 25%. The risk-free rate is 6%. What is the weight of the market portfolio in an efficient portfolio with a standard deviation of 30% ? 0.83 0.20 0.17 1.20