You are planning to construct a portfolio containing two stocks, X and Y.Stock X has an expected return of 1.3% and has a standard deviation of 5.7%.Stock Y has an expected return of 5.9% and has a standard deviation of 8.4%.The covariance between the two stocks is 0.0344736.What proportion of your funds should you invest in Stock X to minimise the variance of your portfolio (as a percentage to zero decimal places)?