MSFT has an expected return E$($x$)$ of $0\mathrm{.}22$ and a standard deviation sigma of $0\mathrm{.}28$

WMT has an expected return E$($x$)$ of $0\mathrm{.}12$ and a standard deviation sigma of $0\mathrm{.}15$

The correlation between MSFT and WMT is $0\mathrm{.}32$

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

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

Round your answer to $3$ decimal places.