6. The Royal Bank of Ciskei has a credit portfolio of R7.5bn with an average portfolio PD of 1.8%. The net income or margin is 2.5%. If the portfolio collapses, about 50% of recovery can happen. Therefore, the maximum loss would be R3.75bn (50% x 7.5bn). Hence, roughly the outcome shows a gain of R187.5m versus a loss of R3.75bn. The Royal Bank of Ciskei maintains 10% capital adequacy ratio and the portfolio exposure (RWA) is R7.5bn. Based on the Kelly Criterion, how much capital buffer should the Royal Bank of Ciskei maintain