The input list оf оur universe оf investаble securities (i.e., mispriced securities) is: Input List of Investаble Universe Stock A Stock B Stock C Alphа -2.0% -1.0% 2.0% Firm-Specific Risk 40% 20% 20% Beta 1.2 0.4 1.0 Active Portfolio Weights -1.000 -2.000 4.000 Our estimate of the market risk premium and the market portfolio risk (standard deviation) are 6% and 25%, respectively. What is the optimal active portfolio weight in the risky portfolio?