= Solution
The <expected return> of the <market portfolio> is the weighted mean of the asset returns:
$$
\boxed{m_M=\frac{10\cdot13+17\cdot13+24\cdot12}{38}=\frac{639}{38}.}
$$
For its <variance>, use $\Sigma z=d$ rather than expanding nine terms:
$$
z^T\Sigma z=z^Td=\frac{7\cdot13+14\cdot13+21\cdot12}{11}=\frac{525}{11},\qquad
\sigma_M^2=\frac{525/11}{(38/11)^2}=\frac{5775}{38^2}.
$$
Hence its return <standard deviation> is
$$
\boxed{\sigma_M=\frac{5\sqrt{231}}{38}.}
$$
Means and <standard deviations> here are both measured in percentage points, consistently with the given <covariance matrix>.
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