Fund A Fund $B$

Expected Ret. $-E(r),9\mathrm{.}8\%,8\%$

Standard Deviation $-,12\mathrm{.}9\%,12\mathrm{.}6\%$

The table above contains expected annual returns for funds A and B$.$ Assuming that the risk free rate is $1\mathrm{.}52\%$ and that the correlation of returns between funds A and $B$ is $0\mathrm{.}33,$ calculate the weight of Fund $A$ in the Optimal two$-$risky asset portfolio comprised of funds A and $B.$

Note: Enter your answer in percentages rounded to the nearest one digit after the decimal point. For example, if the weight of Fund $A$ is $15\mathrm{.}437\%$ or $0\mathrm{.}15437.$ enter it as: $15\mathrm{.}4$