Asset A and B have expected returns of $5\%$ and $3\%$ per year respectively. Their annual volatilities are both $20\%$ and the correlation coefficient between the returns of assets A and B is $30\%.$ The risk free rate is $1\%$ per year.

Find the approximate weight of Asset A in a portfolio with the maximum Sharpe ratio $($the optimal risky portfolio$).$

Group of answer choices

$0\mathrm{.}46$

$0\mathrm{.}81$

$0\mathrm{.}11$

$1\mathrm{.}34$