Portfolio application

Suppose you can form portfolios using only two stocks. Stock H and stock M$,$ with the following characteristics:

$E(r_H)=17\%,E(r_M)=12\%,{}_{HM}=0\mathrm{.}2,{}_H=30\%,{}_M=20\%$

Find the portfolio weight on stock $H$ that gives you a two$-$stock portfolio that has a standard deviation of $25\%($Make sure that you invest in an efficient portfolio$).$