You have two efficient portfolios, Y and Z. Portfolio Y has an expected return of 12.2%, and a standard deviation of 24.9%. Portfolio Z has an expected return of 10.1% and a standard deviation of 15.7%. The risk-free rate is 1.5% and your coefficient of risk aversion is 5 (A=5). According to the optimal investment theory of Lecture 7, how much of your wealth should you invest in portfolio Y (that is, what is the investment share in portfolio Y)?