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The return data for JPMorgan Large Cap Growth R 5 ( JLGRX ) is used for the project. Here is some additional information about the

The return data for JPMorgan Large Cap Growth R5(JLGRX) is used for the project. Here is some additional information about the fund and the market portfolio.
JLGRX Rm Rf
Avg Ret 1.6731.2080.152
Std 5.9445.4730.161
In order to find M2 for the fund, we need to construct an adjusted portfolio P* investing in the combination of the risk-free asset and the fund. What should be the weight of the fund in the adjusted portfolio?

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