Asset A offers an expected rate of return of 25%, with a standard deviation of 20%. Asset B offers an expected return of 15% with a standard deviation of 30%. The risk-free asset offers 5%. Suppose that the correlation coefficient between asset A and asset B equals 1. Please specify the portfolio weight on asset A in the optimal risky portfolio. Your answer should be a entered as a decimal rounded to two decimal places, e.g., enter 63% as 0.63