An investor has the utility function where the investors utility score = expected return 1/2 x A x variance, and the investor is considering investing in the optimal risky portfolio and the riskfree asset from problem 5. If the investors coefficient of risk aversion constant A is 1.50, what is their optimal portfolio weight to invest in the optimal risky portfolio to form their complete portfolio? Enter your answer rounded to two decimal places. Do not enter % in the answer box. For example, if your answer is 0.12345 or 12.345% then enter as 12.35 in the answer box.

Data of Q5

Rfr	2.25%
Stock P.	70%			Risky Bond Portfolio	30%
E. Return	14.50%			E. Return	3.50%
SD	35%			SD	15%
Correl	0.25