Consider the following scenario. A portfolio is composed of three assets: Tbills (rate = 0.01). Equity and Bonds with expected returns of 0.02 and 0.03, respectively. Equity and bonds have standard deviations of 0.04 and 0.05 respectively. The two risky assets have a correlation of 0.06. What fraction of the complete portfolio should be invested in the optimal risky portfolio by an investor with a risk aversion of 10? Carry all your calculations with at least 6 decimal figures and write your answer in this form: