A portfolio contains two assets, A and B.

Expected Return of Asset A = 0.03 or 3%

Expected Return of Asset B = 0.07 or 7%

Standard deviation of Asset A = 0.02 or 2%

Standard deviation of Asset B = 0.12 or 12%

Correlation between A and B = 0.4

You invest a proportion w of the portfolio in Asset A, and (1-w) in Asset B.

Q: Find "w" that achieves the minimum standard deviation?