Suppose the risk$-$free interest rate is $4\%$ and the market portfolio has an expected return of $10\%$ and a volatility of $16\%.$ Star plc stock has a $30\%$ volatility and a correlation with the market of $0\mathrm{.}6.$ You want to create a portfolio consisting of shares in Star plc plus a risk$-$free asset. You would like this portfolio to have the same beta as the market. What proportion of your money should you invest in each asset?