The risk$-$free rate in the market is $45\%$ and the total return on the Market Portfolio is $10\mathrm{.}5\%.$ The risk of the Market Portfolio, measured by its standard deviation is $18\%.$ Stock A is mispriced and has an alpha of $2\mathrm{.}1\%$ and a beta of $100.$ Sock A residuals from the single index model have a standard deviation of $30\%.$ To exploit this mispricing you will invest in both Stock A and in the market portfolio. What is the optimal active weight on stock A of the optimal risky portfolio that combines Stock A with the Market Portfolio?