Please show step by step in written form, thank you$($:

MSFT has an expected return of $0\mathrm{.}13$ and a standard deviation sigma of $0\mathrm{.}26$

WMT has an expected return of $0\mathrm{.}17$ and a standard deviation sigma of $0\mathrm{.}23$

The correlation between MSFT and WMT is $0\mathrm{.}4$

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

Compute the weight of MSFT that forms the optimal risky portfolio.