Question: Fund A Fund B Expected Ret. - E(r) 9.1% 7.1% Standard Deviation - 13.8% 13.6% The table abovecontainsexpected annual returns for funds A and B.

	Fund A	Fund B
Expected Ret. - E(r)	9.1%	7.1%
Standard Deviation -	13.8%	13.6%

The table abovecontainsexpected annual returns for funds A and B. Assuming that the risk free rate is 1.19% and that the correlation of returns between fundsA and B is 0.23,calculatethe weight of Fund A in theminimum-variance 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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