In an investing universe with two risky assets and a risk-free asset, find the weight of T-bills in the optimal complete portfolio with the information below. E(r1)=14% ; 1=35.45% ; E(r2)=1.50%; 2=10.54% ; = -0.5 ; risk-free rate=1%, Risk Aversion Parameter A = 6 33.33% 33.47% 24.47% 26.87%