Refer the table below on the average excess return of the U.S. equity market and the standard deviation of that excess return. Suppose that the U.S, market is your risky portfolto. o. If your nsk aversion coefficlent is =4.9 and you befieve that the entire 19272018 period is representative of future expected performance, what fraction of your portfolio should be allocated to T bills and what fraction to equity? Assume your utility function is u r(r)=0.5Ae2. (Do not round intermediate calculations. Round your answers to 2 decimal pleces.)