You currently have 100% of your wealth in the UK stock market which provides an expected return of 12% and a Sharpe ratio of 0.36. You are considering investing in the Chinese stock market which has an expected return of 17% and a standard deviation of 40%. The correlation between the two markets is 0.35. Assume a risk-free rate of 5%. What fraction of your portfolio should you allocate to the Chinese market to maximize the portfolio Sharpe ratio? A)75.1% B)64.9% C)24.9% D)15.1%