4.Calculate the expected return portfolio that comprises of 50% ABC Inc (E(R) = 14%) and 50% XYZ inc. (E(R)=10% )

5. Calculate the std deviation of portfolio that comprises of 50% ABC Inc (Stdev = 42%) and 50% XYZ inc. (Stdev=31% ) when correlation between the two is 0.1.Calculate the expected return portfolio that comprises of 50% ABC Inc (E(R) = 14%) and 50% XYZ inc. (E(R)=10% )

Using information from questions 4 and 5. For what weight of ABC inc will the portfolio have minimum variance?