Suppose the market risk premium and variance are time-varying and depends on the two predictor variables and that are available at time as follows. [,+1] = 0.1 0.1 + 0.3 [,+1] = 0.55 0.05 0.8 Assume your price of risk is A=4. The riskfree rate is 2% per year. Then you can compute the optimal asset allocation weights on the stock market and the riskfree asset using the formula you learned. If the predictor variables and and the dividend , and the price of the market portfolio change over time as in the table in the worksheet Q35 in Final_Exam.xlsx, what would be your portfolio net return for the whole 30 years when you dynamically choose the optimal portfolio weight and rebalance the portfolio accordingly once a year? Express your answer as a decimal after rounding it to the nearest thousandth. For example, type 1.458 if your answer is 145.78%. Assume the divided paid is reinvested immediately. When you compute the net return, use the following definition. +1 = +1 + +1 1