Consider two stocks, A and B$.$ Expected returns on these stocks are:

$\frac{?}{\text{b}\text{a}\text{r}}(r{)}_A=10\mathrm{.}36\%\frac{,}{b}ar(r{)}_B=12\mathrm{.}74\%.$

Standard deviations of their returns are:

${}_A=21\mathrm{.}83\%,{}_B=34\mathrm{.}29\%.$

Returns on these two stocks are uncorrelated with each other. the risk$-$free interest rate is $4\mathrm{.}03\%.$

Alice is a mean$-$variance optimizer. Her objective is to maximize the following function $[$mean portfolio return $-2*$ portfolio variance$]$:

What fraction of her portfolio $($in $\%)$ should Alice invest in the risk$-$free asset?