Fund A Fund B

Expected Ret. E$($r$)12\mathrm{.}5\%.7\mathrm{.}8\%$

Standard Deviation $13\mathrm{.}6\%.15\mathrm{.}5\%$

The table above contains expected annual returns for funds A and B$.$ Assuming that the risk free rate is $2\mathrm{.}46\%$ and that the correlation of returns between funds A and B is $-0\mathrm{.}2,$ calculate the weight of fund A in the Optimal two$-$risky asset portfolio comprised of funds A and B$.$