Hi, is there anyone know how to solve this question? please help me!

3. Suppose that an investor explores the possibility of constructing an efficient portfolio (consisting only of securities) in a stock exchange where only 5 securities are traded.

The tangency portfolio (T) for these 5 securities yields a return equal to 10.969% while the global minimum variance portfolio (GMVP) for these 5 securities rewards investors with 9.857%.

The vector of weights of the tangency portfolio (T) is equal to: WT= [13.4% 46.4% 28.2% 7.3% 4.5%]

The vector of weights of the global minimum variance portfolio (GMVP) is equal to: WGMVP= [25.9% 36.7% 24.4% 6.8% 5.9%]

How would you advise the investor to construct an efficient portfolio yielding a return (target return) equal to 10.525% and why?