MSFT has an expected return E$($x$)$ of $0\mathrm{.}1$ and a standard deviation sigma of $0\mathrm{.}26$

WMT has an expected return E$($x$)$ of $0\mathrm{.}11$ and a standard deviation sigma of $0\mathrm{.}25$

The correlation between MSFT and WMT is $0\mathrm{.}4$

Compute the weight of MSFT that forms the minimum variance portfolio.