B3. As a result of learning portfolio theory in your FNCE30001 subject, you've decided to create a complete portfolio for yourself. The risk-free rate is 4% and you have identified a well diversified ETF to invest in, called the The Entire-Market ETF, which has an expected return of 9% and a standard deviation of 24%. If you are a mean-variance maximising investor with a risk-aversion coefficient of A=3, what percentage of your wealth should be invested in "The Entire-Market ETF"? [4 marks]