calculate the minimum variance portfolio. You are trying to form portfolios based on the following information:

State Probability Return A Return B

Poor $20\mathrm{.}0\%-4\mathrm{.}0\%-4\mathrm{.}0\%$

Normal $40\mathrm{.}0\%3\mathrm{.}0\%8\mathrm{.}0\%$

Good $30\mathrm{.}0\%10\mathrm{.}0\%8\mathrm{.}0\%$

Very Good $10\mathrm{.}0\%30\mathrm{.}0\%10\mathrm{.}0\%$

You also know the risk$-$free rate is $5\%.$