Question $5$

MSFT has an expected return $.$ of $0\mathrm{.}13$ and a standard deviation sigma of $0\mathrm{.}16$

WMT has an expected return E$($x$).$ of $0\mathrm{.}13$ and a standard deviation sigma of $0\mathrm{.}29$

The correlation between MSFT and WMT is $0\mathrm{.}6$

Compute the weight of MSFT that forms the minimum variance portfolio.

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Pls show me how you did it