(10 points) Consider two securities with expected returns, standard deviation of returns and correla- tions between returns: (u1,01) = (0.1,0.2); (u2,02) = (0.2, 0.1); P12 = -1. Sketch the graph of the feasible set on the o, u plane. Find the weights of the minimum variance portfolio (MVP). Find the expected return and standard deviation of the MVP (Round your answer to the fourth decimal place)