You want the volatility of your complete portfolio to be the same as the volatility of a benchmark. If the standard deviation of the benchmark is 0.20 and the standard deviation of the risky basket portfolio (non Tbill portion) is 0.30, what should be the weight on the risky basket? In the above scenario, if the excess return of the benchmark is 12% and the excess return of the risky basket is 21%, what is the Msquare?