Given the expected returns of stock x and stock y to be:

E[r_x] = 2% and E[r_y] = 5%

and their standard deviations to be:

SD[x] = 6% and SD[y] = 12%.

and the correlation between stock x and stock y to be:

Corr[x,y] = 0.25

If the risk-free rate is 0.5%, what is the weight on stock x in the Maximum Sharpe Ratio Portfolio (MSRP)?

Please convert your answer into digits (e.g. write 0.6667 instead of 66.67%)