You are playing a game where in each round you can either gain +10% of on your invested capital with probability p=30%, or you will lose Y % of your invested capital with probability 1-p. Using the Kelly criterion, in order to maximize the expected long run growth rate of your wealth, you optimally invest 80% of your wealth : in each round of the game. What must be? (Nearest 0.01, and note that is a percentage amount e.g. If the loss must be 2.55%, so Y=2.55, write 2.55 as your answer)