Target Return And Covariance Share 2

A fully invested two-asset portfolio places weight w in asset 1 and 1-w in asset 2. The assets have expected returns 0.06 and 0.10, volatilities 0.03 and 0.07, and correlation 0.1. If the PM wants expected return 0.082, what weight w is required, and what percentage of the resulting variance comes from the covariance term?