An investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A is 33% while the standard deviation on stock B is 25%. The correlation coefficient between the return on A and B is 0.50. The expected return on stock A is 20% while on stock B it is 9%. What proportion of the minimum variance portfolio would be invested in stock A? Please calculate the weight as a percentage of the portfolio.