Question 16 5 pts SWealth is a fund manager who has developed two risky asset investment opportunities for its clients, GeRiQ and StaPoL (Get Rich Quickly and Stay Poor Long). GeRiQ has an expected return of 16% and a standard deviation of 30%. StaPoL has an expected return of 7% and a standard deviation of 11%. The covariance between GeRiQ and StaPoL is -0.0033. There is also a risk-free asset with a risk-free rate of 2%. SWealth's analyst has computed that the tangency portfolio equals 27.25% GeriQ and 72.75% StaPoL. The global minimum variance portfolio is 14.17% GeRiQ and 85.83% StaPoL. Earl Earnest is a client of SWealth having mean-variance utility with A = 3. What fraction of his optimal portfolio should be in the tangency portfolio? O 100% 0-10.90% O 0% 0 210.90% None of the other answers are correct