$[24$ pts$]$ Consider the portfolios constructed from the two risky securities with expected

returns, standard deviations of returns, and correlation between returns given in the

following table.

${}_1=0\mathrm{.}10,{}_1=0\mathrm{.}28,{}_{12}=-0\mathrm{.}10$

${}_2=0\mathrm{.}15,{}_2=0\mathrm{.}24,$

Find the equation of the minimum variance line $w=a+b.$