Consider the mean-variance efficient frontier generated by stocks A and B and the risk-free asset. Assume you run the mean-variance optimization setting a target return of 10%; and that the standard deviation of the resulting frontier portfolio equals 15%. Furthermore, the risk-free rate is 5%.

What is the standard deviation of the frontier portfolio with target return equal to 12%?

The frontier portfolio with target return 10% is invested 20% in A and 40% in B. The frontier portfolio with 12% target return is invested 30% in the risk-free asset. What are the weights of this portfolio in stocks A and B?