Assume stocks A and B have the following characteristics: The covariance between the returns on the two

Question:

Assume A and B have the following characteristics:

Assume stocks A and B have the following characteristics:
The covariance

The covariance between the returns on the two stocks is .01.
a. Suppose an investor holds a portfolio consisting of only stock A and stock B. Find the portfolio weights, XA and XB , such that the variance of his portfolio is minimized. Remember that the sum of the two weights must equal 1.
b. What is the expected return on the minimum variance portfolio?
c. If the covariance between the returns on the two stocks is €“.15, what are the minimum
variance weights?
d. What are the variance and standard deviation of the portfolio in part (c)?

Stocks
Stocks or shares are generally equity instruments that provide the largest source of raising funds in any public or private listed company's. The instruments are issued on a stock exchange from where a large number of general public who are willing... Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...