You want to form a portfolio using the following two risky assets.

Asset A: expected return $=12\%$; standard deviation $=18\%.$

Asset B: expected return $=17\%$; standard deviation $=25\%.$

The correlation coefficient between Asset A and B is $0\mathrm{.}25.$

If you plan to hold $35\%$ of Asset A and $65\%$ of Asset B in the portfolio what is the weight of asset A in the minimum variance portfolio?