answer the question relating to two stocks:

4. (Two stocks) Two stocks are available. The corresponding expected rates of return are 7. and F2 ; the corresponding variances and covariances arecriZ , 022 , and a] 2 . What percentages of total investment should be invested in each of the two stocks to minimize the total variance of the rate of return of the resulting portfolio? What is the mean rate of return of this portfolio