The risk-free asset has a return of 2.5%. The optimal risky portfolio has a return of 18.62% and has a variance of 15.06%. Karen has the following utility function: LaTeX: U=a\times\sqrt{r_{c\:}}-b\times\sigma_cU = a r c b c, with a=1.2 and b=5.5. LaTeX: r_cr c and LaTeX: \sigma_c c denote the return and the risk of the combined portfolio. Compute the weight of the optimal optimal risky portfolio on Karen's overall/combined portfolio.