Assume Stocks A and B have the following characteristics:

Stock	Expected Return (%)	Standard Deviation (%)
A	9.2	33.2
B	15.2	62.2

The covariance between the returns on the two stocks is .0012.

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., .3216.)
b.	What is the expected return on the minimum variance portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)
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., .3216.)
d.	What is the variance and standard deviation of the portfolio in part (c)? (Do not round intermediate calculations. Round your variance answer to 4 decimal places, e.g., .3216. Enter your standard deviation answer as a percent, rounded to 2 decimal places, e.g., 32.16.)