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The expected return of Stock 1 and Stock 2 is 10% and 15% respectively, and the standard deviations are also 5% and 12% respectively. The

The expected return of Stock 1 and Stock 2 is 10% and 15% respectively, and the standard deviations are also 5% and 12% respectively. The correlation between the two stocks is 0.29 and the risk free rate is 1%. What portfolio allocation should I make to Stock 2 if I want to find the lowest volatility portfolio with an expected return of 14%? (Write your answer in decimals)

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