In the recurring task settings, choose X times/week under Repeat, then under On these days select Monday to Friday.
Screenshot to add: Recurring task settings with X times/week selected and M, T, W, T, F highlighted under On these days.
You can also type it when you add a task on the web or desktop app, for example "Check email every weekday". Marvin sets it to repeat Monday to Friday and takes the words out of the title.
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