Assume Stocks A and B have the following characteristics: Stock Expected Return 9.3% 15.3% Standard Deviation 33.3% 62.3% The covariance between the returns on the two stocks is .0013. 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 her 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 and 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