confused with how to get to the answer and build the table in part b

Suppose Tex stock has a volatility of 42%, and Mex stock has a volatility of 18%. If Tex and Mex are uncorrelated, a. Construct a portfolio with positive weights in both stocks and that has the same volatility as MEX alone b. What portfolio of the two stocks has the smallest possible volatility? x1=0.422+0.182.18=0.3103=31.0% The portfolio of the two stocks that has the same volatility as Mex alone consists of 31.0% of Tex stock and 69.0% of Mex stock. b. What portfolio of the two stocks has the smallest possible volatility? The volatilities for a portfolio of stocks Tex and Mex at various weights are shown below: It can be seen from the table that the portfolio with the smallest possible volatility consists of 15.5% of Tex stock and 84.5% of Mex stock