XC 0 > Question 13 4 pts You want to form a complete portfolio using the risk free asset and a risky portfolio P. The risky portfolio has an expected rate of return of 0.13, and standard deviation of 0.25. The risk free borrowing and lending rate is 0.02. You utility function is U=E(r) -0,5. A. o' where A-4. What should be the weight that you allocate to the risky portfolio P so that you can achieve the maximum utility? (Please keep three decimal places and do not use percentage when answer this question, e.g. 0.352 should be used instead of 35.2%)