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 Ybe? (Nearest 0.01, and note that X is a percentage amount; e.g. if the loss must be 2.55%, so Y=2.55, write 2.55 as your answer)