$6.$ Fund A Fund B

Expected Ret. E$($r$)13\mathrm{.}4\%.10\mathrm{.}8\%$

Standard Deviation $-13\%.15\mathrm{.}8\%$

The table above contains expected annual returns for funds A and B$.$ Assuming that the risk free rate is $2\mathrm{.}55\%$ and that the correlation of returns between funds A and B is $-0\mathrm{.}18,$ calculate the weight of Fund A in the minimum$-$variance two$-$risky asset portfolio comprised of funds A and B$.$