The following data applies to Questions 1 to 5. You are considering three investment options. The first is a stock fund, the second is a corporate bond fund, and the third is a T-bill money market fund (the risk-free asset) that yields a sure rate of 5.5%. The probability distributions of the risky funds are: Expected return (%) Standard Deviation (%) Stock fund (S) 15 32 Bond fund (B) 9 23 The correlation between the fund returns is 0.15. . What is the portfolio weight for the stock fund in the optimal risky portfolio? Your answer should be in decimal values and accurate to the hundredth (NOT in percentage points)