MSFT has an expected return E$($x$)$ of $0\mathrm{.}18$ and a standard deviation sigma of $0\mathrm{.}31$

WMT has an expected return E$($x$)$ of $0\mathrm{.}22$ and a standard deviation sigma of $0\mathrm{.}36$

The correlation between MSFT and WMT is $0\mathrm{.}49$

The risk$-$free rate is $0\mathrm{.}02.$

Compute the weight of MSFT that forms the optimal risky portfolio