3. Consider three investors A, B, and C. Investor A's risk aversion coefficient A=4, B's risk aversion coefficient B=1.25, and C's risk aversion coefficient C=3.2. There are two risky assets. Suppose the risk-free borrowing rate is 7 percent and the risk-free saving rate is 5 percent. The objective of the three investors is to maximize E(rc)0.005ic2, where E(rc) and c2 are the expected return and the variance of an investor's portfolio and i=A,B,C. Investor A finds it optimal to save 25.6% of his total wealth and invest the rest of his wealth in the tangency portfolio, and investor B finds it optimal to borrow 15.8% of her total wealth (plus her own money) to invest in the tangency portfolio. What is investor C's optimal portfolio weight on the risk-free asset