Consider the expected returns, standard deviations and Sharpe ratios for following five different well$-$diversified portfolios of risky assets:

Portfolio Q

R

S

T

U

Expected Return $(\%)$ Standard Deviation $(\%)7\mathrm{.}810\mathrm{.}5$

$10\mathrm{.}014\mathrm{.}0$

$4\mathrm{.}65\mathrm{.}011\mathrm{.}718\mathrm{.}56\mathrm{.}27\mathrm{.}5$

Sharpe ratio $0\mathrm{.}4570\mathrm{.}5000\mathrm{.}3200\mathrm{.}4700\mathrm{.}427$

The risk$-$free rate is $3\%.$

Based on the above data, which of these five portfolios is most likely to be the market portfolio? Draw the capital market line $($CML$).[10$ points$]$