You want to form a portfolio using the following two risky assets.

Asset A: expected return

$=$

$1$

$2$

$\%$

; standard deviation

$=$

$1$

$8$

$\%$

$.$

Asset B: expected return

$=$

$1$

$7$

$\%$

; standard deviation

$=$

$2$

$5$

$\%$

$.$

The correlation coefficient between Asset A and B is

$0$

$.$

$2$

$5$

$.$

If you plan to hold

$3$

$5$

$\%$

$$of Asset A and

$6$

$5$

$\%$

$$of Asset B in the portfolio.

Assume that risk$-$free rate is $5\%,$ what is the weight of Asset A in the portfolio which has the highest Sharpe Ratio?