Investors maximize the utility function U= E(r) A ^2, where E(r) is the expected return on an asset, A is the risk aversion coefficient, and is the standard deviation of an asset. The expected returns on assets Y and Z are 13% and 17%, respectively. The standard deviations of assets Y and Z are 35% and 44%, respectively. The risk-free rate in this economy is 2%. If the correlation between Y and Z is 0.6, answer the following questions for an investor with a risk aversion coefficient(A) of 3. What is the weight of stock Y in the minimum variance portfolio?