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You know the following information: Venetian Co. LondonInv Inc. rF (T-bill) E(ret) 3.1 37 0.02 0.4 0.3 The two assets' covariance is -0.024. How much

You know the following information:

Venetian Co. LondonInv Inc. rF (T-bill)

E(ret) 3.1 37 0.02

0.4 0.3

The two assets' covariance is -0.024. How much do you have to invest in Venetian Co. if you want to maximize your Sharpe ratio?

Provide your answer in percent, rounded to two decimals, omitting the % sign.

Hint: You are looking for the weights in the ORP.

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