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

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

The correlation between MSFT and WMT is $0\mathrm{.}31$

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