You want to find the weight of stock X in your optimal complete portfolio (also known as portfolio C or personal preference portfolio). Your utility function is given by U = E(R) - 1/2 Ao And you have the following information: the weight of stock X in your optimal risky portfolio is 0.850, and your risk aversion parameter A = 30. (Round your final answer to 6 decimals). Stock X Stock Y Expected Return Variance 0.014160 0.011057 Cov (XY) 0.000252 8.025% 6.329% T-Bill 1.172% 0