As an investor advisor your client has approached you with k1000000 to invest. You are considering creating a portifolio of two funds (X and Y). Th average return of the the funds are 15% and 11% respectively. The covariance (COV) matrix of the two funds below is given below. You are targeting a portfolio return of 12%.

covariance	A	B
A	0.04	0.025
B	0.025	0.032
covariance	A	B
A	0.04	0.025
B	0.025	0.032

Required:

(A). How much in kwacha will you invest in each of the funds?[10marks].(B) Compute the standard deviation of your portfolio.[10marks]