Consider an economy with two risky assets A and B$.$ The expected returns are $\backslash$mu

A

$$

$=0\mathrm{.}20$ and $\backslash$mu

B

$$

$=0\mathrm{.}10.$ The variance$-$covariance matrix is: $\backslash$Sigma $=[$

$0\mathrm{.}090$

$0\mathrm{.}018$

$$

$0\mathrm{.}018$

$0\mathrm{.}01$

$$

$]($a$)$ What is the composition of the minimum variance portfolio, its expected return and the standard deviation of its rate of return? $($b$)$ Represent the minimum variance portfolio and the set of portfolios you can obtain with the two risky assets in $(\backslash$sigma $,\backslash$mu $)-$ space.