Allen Berger has received the following menu of assets. To construct an efficient portfolio, he asks the questions below. Assume the expected risk free rate is 5% per year. Expected return (%) Standard deviation (%) Portfolio M 19.02% 30.12% Portfolio C 4.18% 5.23% Portfolio MF 15.29% 20.13% Portfolio TCES 10.31% 15.12% Portfolio W 15.68% 25.35% Portfolio R 17.63% 26.47% Portfolio F 5.07% 6.72% A. (5 points) Among the portfolios above, which one is most likely to be the market portfolio? Justify your answer. B. (5 points) Efficient portfolios are complete portfolios that contain the risk free asset and the market portfolio. He wants to hold an efficient portfolio from the set of portfolios above, including the T-bill, with a target beta equal to 1.75. What is the expected return and the standard deviation of this efficient portfolio