a) (6 points) What is the standard deviation of the minimum variance portfolio(MVP) that is formed by combining assets A and B? (That is, what are the weights of stock A and stock B in MVP?) b) (5 points) What is the expected return of the portfolio P that is formed by investing 50% on the MVP and 50% on a stock that has an expected return of 10%? c) (5 points) Assume that the only assets available to investors are the risk free asset and the portfolio P. The risk free rate is 2%. Assume also that there is $100 to be invested. What is the expected return of a NEW portfolio that is formed by combining risk free rate with a weight of -0.5 and portfolio P with a weight of 1.5? What does a negative weight mean? Explain with one sentence