Ciskei Commercial Bank has a credit portfolio of R$7\mathrm{.}5$ bn$,$ with an average portfolio default probability $($PD$)$ of $1\mathrm{.}2\%.$ The net income or margin is $2\mathrm{.}7\%.$ If the portfolio collapses, about $45\%$ of recovery can happen. Therefore, the maximum loss would be R$4\mathrm{.}125$ bn $(55\%$ x $7\mathrm{.}5$ bn$).$ Hence, the outcome shows a gain of roughly R$202\mathrm{.}5$ m versus a loss of R$4\mathrm{.}125$ bn$.$ Ciskei Commercial Bank maintains a $10\%$ capital adequacy ratio and the portfolio exposure $($RWA$)$ is R$7\mathrm{.}5$ bn$.$ Based on the Kelly Criterion, how much capital buffer should Ciskei Commercial Bank maintain?