Question $6$

MSFT has an expected return of $0\mathrm{.}24$ and

a standard deviation sigma of $0\mathrm{.}35$

WMT has an expected return $.$ of $0\mathrm{.}14$ and

a standard deviation sigma of $0\mathrm{.}31$

The correlation between MSFT and WMT is $0\mathrm{.}26$

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

Compute the weight of MSFT that forms the optimal

risky portfolio.