Question: Fund A Fund B Expected Ret. - E(r) 10.7% 7.7% Standard Deviation - 17.8% 13.4% The table abovecontainsexpected annual returns for funds A and B.

	Fund A	Fund B
Expected Ret. - E(r)	10.7%	7.7%
Standard Deviation -	17.8%	13.4%

The table abovecontainsexpected annual returns for funds A and B. Assuming that the risk free rate is 1.57% and that the correlation of returns between fundsA and B is 0.04,calculatethe weight of Fund A in theOptimal two-risky assetportfolio 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 15.437% or 0.15437, enter it as: 15.4

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