Consider two stocks, A and B$.$ Expected returns on these stocks are: $10\%$ and $12\%$

Standard deviations of their returns are:

$20\%$ and $34\%$

Returns on these two stocks are uncorrelated with each other. the risk$-$free interest rate is $4\%.$

Alice is a mean$-$variance optimizer. Her objective is to maximize the following function $[$mean portfolio return $-2*$ portfolio variance$]$:

What fraction of her portfolio $($in $\%)$ should Alice invest in the risk$-$free asset?