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You manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 28%. The T-bill rate is 7%. Your client has a utility function U=E(Rc)21A2 and is highly risk averse with A of 3. What would be the optimal proportion of your client's total investment that should be invested in your fund? Answer the question in percentage. Round your answer to two decimal places. Do not include the percentage sign (\%)