F FIGURE 6.14 One-fund theorem. When both borrowing and lending at the risk-free rate are allowed, there is a unique fund F of risky assets that is efficient. All points on the efficient frontier are combinations of F and the risk-free asset. F Suppose there are three uncorrelated risky assets. Each risky asset has variance equal to 1, and the mean return values for assets 1, 2, and 3 are: 0 T1 = 0.10 12 = 0.20 T3 = 0.30 Now assume there is a risk-free asset with rate rf = 0.05. The one-fund theorem states that there is a single fund F of risky assets such that any efficient portfolio can be constructed as a combination of the fund F and the risk-free asset. What weight wiof asset 1 corresponding to the single fund F? Please round your numerical answer to two decimal places. F FIGURE 6.14 One-fund theorem. When both borrowing and lending at the risk-free rate are allowed, there is a unique fund F of risky assets that is efficient. All points on the efficient frontier are combinations of F and the risk-free asset. F Suppose there are three uncorrelated risky assets. Each risky asset has variance equal to 1, and the mean return values for assets 1, 2, and 3 are: 0 T1 = 0.10 12 = 0.20 T3 = 0.30 Now assume there is a risk-free asset with rate rf = 0.05. The one-fund theorem states that there is a single fund F of risky assets such that any efficient portfolio can be constructed as a combination of the fund F and the risk-free asset. What weight wiof asset 1 corresponding to the single fund F? Please round your numerical answer to two decimal places