As a mean-variance optimizing investor, you refuse to include in your portfolio anything other than the riskless asset and the market portfolio. Suppose the risk free rate is 2% and the market risk premium is 7%. The beta of your current portfolio is 0.8. You wish to change your portfolio such that its expected return is 12%. How much should you change the weight of the market portfolio, !, in your overall portfolio? State your solution as a decimal with two decimal places. (For example, you may conclude, "I would reduce ! by 0.12.")