There are two stocks, A and B. Stock A has an expected return of 7.0% per year with a standard deviation of 10.0%. Stock B has an expected return of 6.5% per year with a standard deviation of 19.5%. The stocks have a covariance of 0.005 and the risk-free rate is 4.0% per year. Find the weight of Stock A in the minimum-variance risky portfolio.