Treynor Black Model - Calculating the weights in optimal portfolio

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.

Not required

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.