The market portfolio has an expected return of 11.57% and a standard deviation of 18.50%. The risk-free interest rate for both deposits and lending is 1.27%. You invest in a portfolio that only contains risk-bearing assets. The portfolio has an expected return of 4.93% and a standard deviation of 9.25%. You make the assessment that the market meets the assumptions required for CAPM to hold and therefore examine whether the portfolio is optimal according