You own two risky? assets, both of which plot on the security market? line. Asset A has an expected return of 12.37 % and a beta of 1.40 Asset B has an expected return of 14.13 % and a beta of 1.65 If your portfolio beta is the same as the market? portfolio, what proportion of your funds are invested in Asset? A?
The weight of Asset A in your portfolio is ?(Round to two decimal? places.)