Consider the problem of an investor who has $1 to invest for 1 period. There are two available assets. The first one is a stock with an expected return of 8%, and a variance of 4%. The other one is a bond with a mean return of 2%, variance of 2%. The covariance between the stock and the bond is -1%. The risk aversion of the investor is y = 2. The mean variance utility function of the investor is (E)(w]) - =(V)(w1) Calculate the portfolio weight on the stock. (Answer in fraction)