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You are interest in investing in two firms in Wisconsin, Harley Davidson (HOG) and Alliant Energy (LNT). LNT has an expected return of 10.4% and

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You are interest in investing in two firms in Wisconsin, Harley Davidson (HOG) and Alliant Energy (LNT). LNT has an expected return of 10.4% and a volatility of 16%. HOG has an expected return of 12% and a volatility of 30%. The correlation between the two is 0.08. Risk-free rate is 3.8. Suppose you want to create the "optimal risky portfolio" (see page 162 in the book), what is weight you need to put into LNT? \{Give your answer as a percentage with 2 decimals, e.g., if the answer is 0.345224 (or 34.5224% ), enter 34.52 as your

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