The graph below shows the returns and standard deviations of the portfolios of assets A and B. Asset A has an expected return of 5% and standard deviation of 20%. Asset B has an expected return of 12% and standard deviation of 50%. The returns on the two assets are perfectly positively correlated Portfolio X has an expected return of 6.75% and standard deviation of 27.5%. What is the portfolio weight on asset B in the portfolio marked X on the graph? 14% 12% 10% 8% Expected Return 6% 4% 2% 0% 0% 10% 2096 50% 60% 30% 40% Standard Deviation Round your answer to two decimal places. WB