A biotech company CRISPR has an expected return of 22.5% and a standard deviation of 35%. A chain of pharmacy stores Health100 has an expected return of 7.15% and a standard deviation of 15.5%. The returns of the two companies have a low correlation of 0.15. You want to build a portfolio consisting of the two companies with the minimum possible volatility. How much of CRISPR do you need to have for such a portfolio? Assume you cannot take short positions.