Treynor Black Model - Calculating the weights in optimal portfolio

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Hi there,
I noticed that calculating the exact weight of Active Portfolio A in the Optimal Portfolio P is not addressed in Schweser material.
Will this calculation be a likely question or is it safe to ignore the exact calculation.
I am leaning towards just understanding the nuances of the concept?
Your opinions are much appreciated.
 
do you mean the (alpha/Std error)/sum(alpha/std errors) equation? thats for allocation in the active protfolio. As far as allocation between active and market and RFR i have to go back and check.
 
I am pretty sure it is no longer required to use it - just to understand the topic. See the actual LOS for the item.
 
Thanks for all your responses.
Spanishesk - I did not mean the weights of individual assets within the Active Portfolio A. I was referring to the weights of A and Market Portfolio M in the Optimal Portfolio P.
 
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