You are trying to build the best possible risky portfolio for your investment clients. You have two risky assets available to you: A risky stock with an expected excess return of 0.183 and a standard deviation of 0.62, and a risky bond with an expected excess return of 0.06, and a standard deviation of 0.439. If these two assets have a coefficient of correlation of 0.43, what proportion of the money you invest in risky assets should you put in the bond? An answer of 0 means invest no money in the bond, an answer of 1 means put all of your money in the bond.

The correct answer is 0.055 (rounding)

Please show work!