A small stock that you are following has an alpha $=8\%$ and a standard deviation of An active investor has identified $3$ stocks to form an active portfolio following the Treynor$$Black Model. Stock J has an alpha of $3\mathrm{.}75\%$ and a residual standard deviation $($RSD$)$ of $14\%$; stock K has alpha $=2\mathrm{.}95\%$ and RSD $=18\%$; stock L has alpha $=4\mathrm{.}75\%$ and RSD $=28\%.$ What is the optimal weight in the active portfolio for stock J$?$ Please calculate the weight as a percentage of the portfolio. Do not enter $\%$ in the answer box. For example, if your answer is $0\mathrm{.}12345$ or $12\mathrm{.}345\%$ then enter as $12\mathrm{.}35$ in the answer box