You know the following information:

	Venetian Co.	LondonInv Inc.	rF (T-bill)
E(ret)	0.2	0.15	0.02
	0.4	0.3

The two assets' covariance is -0.024. You would like to create a portfolio using all three assets so that you are on the best feasible CAL (have the highest possible Sharpe ratio). If your risk aversion=3.3 and you have $3000 to invest all together, how much will you invest in Venetian Co.? (Provide your answer rounded to two decimals.)

Hint: Start by calculating the risky portfolio with the maximum Sharpe ratio, then combine that with T-bills so that you maximize your utility.