You are a manager of a risky portfolio p (consists of bonds and stocks) with an expected return E(rp)=16% and standard deviation sdev vp=22%. The risk free rate rf=7% and the standard deviation of the risk free asset is sdevf=0% Assume the following utility function: U=E(r)0.5A sdev 2, where A (client's risk aversion) =3. Calculate the weight in the risky portfolio (p) that maximizes the utility of the client. Select the closest