Consider the following three assets: The returns of assets 1 and 3 are negatively correlated with 13=0.5. You have a quadratic meanvariance utility function with a coefficient of risk aversion of 2 . The optimal risky portfolio consists of 57.14% asset 1 . What is the expected return of the optimal complete portfolio? Enter a number with two decimal points. Answer the question in dollar terms, i.e., if the answer is 20%, enter 20.00