b- what is the standard deviation of the return on your portfolio

Q 5: You have decided to invest all your wealth in two mutual funds: A and B. Their returns and risks are as follows: - The mean returns are: r~A=15%andr~B=11% - The covariance matrix is: You want your total portfolio to yield a return of 12%. a. What proportions of your wealth should you invest in A and B ? (10 marks)