Assume Stocks A and B have the following characteristics: Stock B Expected Return (%) 8.0 14.0 Standard Deviation (%) 32.0 61.0 The covariance between the returns on the two stocks is .0030. a. Suppose an investor holds a portfolio consisting of only Stock A and Stock B. Find the portfolio weights, XA and XB, such that the variance of his portfolio is minimized. (Hint. Remember that the sum of the two weights must equal 1.) (Do not round intermediate calculations and round your answers to 4 decimal places, e.g., 32.1616.) Portfolio weights Stock A Stock B b. What is the expected return on the minimum variance portfolio? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return % c. If the covariance between the returns on the two stocks is -.05, what are the minimum variance weights? (Do not round intermediate calculations and round your answers to 4 decimal places, e.g., 32.1616.) Minimum variance weights Stock A Stock B d. What is the variance of the portfolio in part (c)? (Do not round intermediate calculations and round your answer to 4 decimal places, e.g., 32.1616.) Variance of the portfolio