A mean$-$variance optimising investor forms a portfolio of a risky stock and the risk$-$free asset. The risky stock has an expected return of $13\%$ with a standard deviation of $24\%.$ The risk$-$free rate is $6\%.$ The investor has risk$-$aversion coefficient A$=5.$ What is the optimal wealth share $($i$.$e$.$ weight $)$ allocated to the risky stock?