6. (20pts) Consider two risky assets A and B. Your forecasts for their expected return and standard deviation are presented in the following table. You estimate their correlation would be 0.3. The risk-free rate is 3%. (1) (4pts) Find out the minimum variance portfolio formed by A and B. You need to give the weights of each asset and the value of the minimum standard deviation. (2) (4pts) Find out the portfolio formed by A and B that has the highest Sharpe ratio. You need to give the weights of each asset and the value of the portfolio's expected return and standard deviation