An investor has a quadratic utility function with a coefficient of risk aversion of $3\mathrm{.}9.$ The investor can allocate her funds between two assets, assets $1$ and $2.$ Asset $1$ has an expected return of $5\mathrm{.}5\%$ p$.$a$.$ and a standard deviation of returns of $8\mathrm{.}6\%$ p$.$a$.$ Asset $2$ has an expected return of $9\mathrm{.}0\%$ p$.$a$.$and a standard deviation of returns of $14\mathrm{.}1\%$ p$.$a$.$ What is theoptimal or utility$-$maximising weight on asset $1($to three decimal places$)$ if the correlation between returns on the two assets is $0\mathrm{.}13?$ Note: Express expected returns and standard deviations in decimal form.