There are two risky assets; their expected returns are and $,$ and their volatilities are and $.$ The correlation between the two assets is $.$ The risk$-$free rate is $2\%.$ Assume that you are considering investing $$10,000$ into the three assets $($two risky and one risk$-$free$),$ and you have decided that $$4,000$ should be invested into the risk$-$free asset $($the remaining goes to the risky ones$).$ If you are a mean$-$variance efficient investor, how much money will you invest in asset $1($the one with a $10\%$ expected return and a $20\%$ volatility$)?$