You are interest in investing in two firms in Wisconsin, Harley Davidson (HOG) and Alliant Energy (LNT). LNT has an expected return of 9.7% and a volatility of 16.5%. HOG has an expected return of 12.4% and a volatility of 28.2%. The correlation between the two is 0.43. Risk-free rate is 2.3. Suppose you want to create the "optimal risky portfolio" (see page 162 in the book), what is weight you need to put into LNT