Consider three investors A, B, and C. Investor As risk aversion coefficient A = 4, Bs risk aversion coefficient B = 1.25, and Cs risk aversion coefficient C = 3.2. There are two risky assets. Suppose the risk-free borrowing rate is 7 percent and the risk-free saving rate is 5 percent. The objective of the three investors is to maximize E(rc) 0.005ic2, where E(rc) and c2 are the expected return and the variance of an investors portfolio and i = A, B, C. Investor A finds it optimal to save 25.6% of his total wealth and invest the rest of his wealth in the tangency portfolio, and investor B finds it optimal to borrow 15.8% of her total wealth (plus her own money) to invest in the tangency portfolio. What is investor Cs optimal portfolio weight on the risk-free asset?