Consider two assets with expected return E(r1)=0.3, E(r2)=0.56; with variances 12=0.1, 22=0.25 and covariance 12=0.15 . The risk free rate is 0.14. Find the normalized weight w1 and w2 of the efficient portfolio (the tangency portfolio) of risky assets . (Keep your answer to 1 decimal place.) Only key-in w1 here.

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