do not take the first picture into consideration. only the second one. please show me the way how to solve this problem

(en)- In a given market that meets all CAPM assumptions, there are only two risky assets, A and B, in addition to the risk-free asset. A's expected return is 16%, while B's expected return is 23%. In addition, you know that the standard deviation for A and B is 15% and 27%, respectively, and that the correlation between both assets is 0.48. Lastly, you know that the return on the risk-free asset is 2%, and that the market is in equilibrium. With all this information, you can determine that the weights of A and B in the market portfolio are: Select one: a. WA-88,62%; WB-11.38% b. WA-31.42%; WB-68.58% C.WA-46.57%; WB-53,43% d. WA-7535%; WB-24,65% De WA=22.19% WB-77.81% O f.WA-57.10%: WB-42.90% X The correct answer is WA=75.3599 WB-24.6596 In a given market that meets all CAPM assumptions, there are only two risky assets, A and B, in addition to the risk-free asset. The weights of A and B in the market portfolio are 57.60 and 42.40%, respectively. The risk-free asset offers a 1% return, the market premium is 6%, and the market is in equilibrium. Given all this data, investing 100,000 while obtaining an 200 5 54 mins 220.00 out of 10.00 (40%) Spring Direct Bank has launched a new Green Account. The latter includes the monthly capitalization of interest with the following conditions: 8% AER the first 18 months, and 1% AER after that. What is the AER for a 7-year deposit in that account? Select one: 2.469 4.84 3.39 01.61 E