Suppose the two stocks Stock A and Stock B are the only risk$-$bearing assets in existence available to investors. Further, suppose there is a bank that offers an interest rate of $2\mathrm{.}18\%$ on deposited capital $($risk$-$free$)$ and a lending rate of $6\mathrm{.}18\%.$ Share A has a expected return of $16\%$ and a standard deviation of $23\mathrm{.}29\%$ and Share B has a expected return of $5\%$ and a standard deviation of $8\mathrm{.}42\%.$ The key portfolio when you invest part of your capital in the bank has an expected

yield of $8\mathrm{.}45\%$ with a standard deviation of $7\mathrm{.}22\%.$ The Key Briefcase when

mortgage their portfolio has an expected return of $13\mathrm{.}81\%$ with one standard deviationof $18\mathrm{.}03\%.$ Key portfolio $=$ tangentportf$$ljen

Calculate the weight of Stock A in an optimal portfolio with an expectedyield of $12\mathrm{.}70\%.$