Find the proportion of risky and riskless assets contained in a combined portfolio whose expected return is 0.12 per year, where the riskless rate is 0.05 and the expected return on the all-stock portfolio is 0.08.

Below is my solution to the problem, but I feel the answer is awkward.

EL)=0.12 rf -0.05 EUS)-0.08 ELT=rf tw[ters)-rf] 0.12=0.05+10.08-0.05) w 0.07= 0.03W W=233% - risky asset KW=1-233%=733% + riskless asset