Using the data from problem 7, what is the standard deviation of this investors complete portfolio? Enter your answer rounded to two decimal places. Do not enter % in the answer box. For example, if your answer is 0.12345 or 12.345% then enter as 12.35 in the answer box.

Problem 7: An investor has the utility function where the investors utility score = expected return 1/2 x A x variance, and the investor is considering investing in the optimal risky portfolio and the riskfree asset from problem 5. If the investors coefficient of risk aversion constant A is 1.50, what is their optimal portfolio weight to invest in the optimal risky portfolio to form their complete portfolio? Enter your answer rounded to two decimal places. Do not enter % in the answer box. For example, if your answer is 0.12345 or 12.345% then enter as 12.35 in the answer