ou are considering three investment options. The first is a stock fund, the second is a corporate bond fund, and the third is a risk$-$free asset that yields a sure rate of $3\%.$ The expected returns and standard deviations of the risky assets are:

Expected return $(\%)$ Suppose now that you have a risk aversion coefficient A$=2$ and want to construct a complete portfolio on the best feasible CAL.

What should be the weight $($y$)$ allocated to the optimal risky portfolio?

When carrying answers from the previous steps, keep four decimal values to reduce rounding errors.

Your submitted answer should be in decimal values and accurate to the hundredth $($NOT in percentage points$).$