Stock 1's expected return and variance are both .1 or 10%. Stock 2's expected return and variance are both .2 or 20%. Stock 3's expected return and variance are both .3 or 30%. All stock returns are uncorrelated with those of other stocks. The riskless return equals .05 and there are no other securities in this market. All CAPM assumptions hold. What is the weight of Stock 3 in the market or optimal portfolio of risky assets?