Suppose we have the following information for corner portfolios and the investor requires a multiplicative return requirement of $7\%,$ what is the weight we need to allocate to asset class $2$ to produce a mean$-$variance efficient portfolio?

$\backslash$table$[[$Corner Portfolios,Asset classes,,,$],[$portfolio$,\backslash$table$[[$Expected$],[$return$]],\backslash$table$[[$Standard$],[$deviation$]],\backslash$table$[[$Sharpe$],[$ratio$]],1,2,3,4],[1,8\mathrm{.}6\%,20\%,0\mathrm{.}33,100\%,,,],[2,7\mathrm{.}91\%,16\mathrm{.}78\%,0\mathrm{.}352,63\mathrm{.}53\%,36\mathrm{.}47\%,,],[3,7\mathrm{.}55\%,15\mathrm{.}48\%,0\mathrm{.}358,53\mathrm{.}22\%,37\mathrm{.}23\%,,9\mathrm{.}55\%$