An investor has the utility function: U = E(r)- (1/2)A*Variance and is considering investing in a risky asset with an expected return of 13.75% and a standard deviation of 40% and a Treasury bill with a rate of return of 3.50%. If the investors coefficient of risk aversion constant A is 2.5, what is their optimal portfolio weight to invest in the risky asset? Enter your answer rounded to two decimal places.