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Asset A's return is not expected to conform to the CAPM with a reward-to-risk ratio,...

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Asset A's return is not expected to conform to the CAPM with a reward-to-risk ratio, \( \frac{\alpha}{\sigma_{c}^{2}} \), of 0.0943 and a beta of 0.74 . The market has a reward-to-risk ratio, \( \frac{E\left[R_{M}\ ight]}{\sigma_{M}^{2}} \), of 0.5272 . What is the weight of the investment in asset \( A \) in the optimal risky portfolio \( P^{*} \) ? Report your answer as a decimal to four decimal places

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