A market consists of two risky assets and one riskless asset. Asset $1$ has a return of $5\%$ and a risk of $6\%$. Asset $2$ has a return of $15\%$ and a risk of $24\%$. The correlation between the returns of the two assets is $- 1$.
$A)$ Find the weights of a portfolio consisting of Asset $1$ and Asset $2$ only which has zero risk.
$B)$ What is the return of the riskless asset in the market? Explain your reasoning clearly.
So a very similar question was asked, but I couldn't find an answer here for part $B$. If I've calculated portfolio weights as $.75$ and $.25$ (like the other question) how do I go about finding the return of the third riskless asset?
As i understand it you calculated the weights of the riskless asset in part $(A)$ of the problem so the return of the riskless asset would be
$$r = 0.75*0.05 + 0.25*0.15 = 7.5\%$$