Consider a market with 100 mutually uncorrelated risky assets that all have the same identical variance o2 but whose Sharpe ratios S are all different, ranging from 0.01 to 1 according to the formula: k Sk = 1 k 100 100 Assuming there is a risk-free asset available in addition to these 100 risky assets, determine the portfolio weightings for each of these risky assets of the unique fund F as defined in the One-fund theorem of Modern Portfolio Theory. Note that short positions (negative weights) are permissible and the sum of all the weights must be equal to one. Note the risk-free rate rf and variance oare unknown. What is the optimal portfolio weight for the risky asset with the maximum Sharpe ratio? Please express your answer in percentage, and round your numerical answer to two decimal places. Consider a market with 100 mutually uncorrelated risky assets that all have the same identical variance o2 but whose Sharpe ratios S are all different, ranging from 0.01 to 1 according to the formula: k Sk = 1 k 100 100 Assuming there is a risk-free asset available in addition to these 100 risky assets, determine the portfolio weightings for each of these risky assets of the unique fund F as defined in the One-fund theorem of Modern Portfolio Theory. Note that short positions (negative weights) are permissible and the sum of all the weights must be equal to one. Note the risk-free rate rf and variance oare unknown. What is the optimal portfolio weight for the risky asset with the maximum Sharpe ratio? Please express your answer in percentage, and round your numerical answer to two decimal places