Give me the steeps to solve this problem please MSFT has an expected return of $0\mathrm{.}22$ and a standard deviation sigma of $0\mathrm{.}36$

WMT has an expected return of $0\mathrm{.}2$ and a standard deviation sigma of $0\mathrm{.}18$

The correlation between MSFT and WMT is $0\mathrm{.}36$

The risk$-$free rate is $0\mathrm{.}02.$

Compute the weight of MSFT that forms the optimal risky portfolio.

MSFT has an expected return of $0\mathrm{.}22$ and a standard deviation sigma of $0\mathrm{.}36$

WMT has an expected return of $0\mathrm{.}2$ and a standard deviation sigma of $0\mathrm{.}18$

The correlation between MSFT and WMT is $0\mathrm{.}36$

The risk$-$free rate is $0\mathrm{.}02.$

Compute the weight of MSFT that forms the optimal risky portfolio,