can anyone solve this?

This question involves both concepts and some simple calculations. The CAPM implies that the market portfolio is the optimal risky portfolio, and thus is the best portfolio to use along with either borrowing or lending at the risk-free rate of interest. Consider the following assets or portfolios: Asset Expected return Standard Deviation Covariance with the market B D 9.09 12.096 13.096 6.096 9.296 13.596 15.6% 8.096 not given not given not given 0.00096 If you If the CAPM holds, and one of these four asset or portfolios is the market portfolio, which one is the market portfolio? Hint:: first, by inspection, you should know what the risk free rate must be you will need it). Asset/Portfolio A Asset/Portfolio B Asset/Portfolio C Asset/Portfolio D Not enough information to know