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Could you please walk me through how to find an answer like this? Studying for my exam tomorrow. Assume that the % expected return for

Could you please walk me through how to find an answer like this? Studying for my exam tomorrow.

Assume that the % expected return for security A and the market M for a good, normal and bad economy (probabilities .3,.4,.3) are 20, 16, and 10 for A and 8, 4, and 12 for M. Also assume that you invest 40% in A and 60% in M. Compute the % of your assets to invest in A to minimize the risk of the portfolio.

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