PLEASE DO IN EXCEL Fund A Fund B

Expected Ret. $-$ E$($r$)9\mathrm{.}3\%8\mathrm{.}5\%$

Standard Deviation $-\backslash$sigma $18\mathrm{.}9\%15\mathrm{.}8\%$

The table above contains expected annual returns for funds A and B$.$ Assuming that the risk free rate is $1\mathrm{.}18\%$ and that the correlation of returns between funds A and B is $-0\mathrm{.}08,$ 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: $15\mathrm{.}4$ EXCEL