a$.$ Suppose you are going to invest $$10$ million in the minimum variance portfolio consisting of stock A and stock B only. How much in dollars should you invest into Stock A and Stock B respectively. b$.$ What is the $10$ day $95\%$ Var of the above portfolio. Given the $95\%$ normal percentile is $1\mathrm{.}64.$Consider stocks A and $B$ with the annualised rates of returns having the following characteristics:

Coefficient of correlation $()$ between the two stocks is $0\mathrm{.}5.$