Exercise 4. Consider a portfolio of Intel and Coca-Cola stocks. Intel's expected return is 26% and its volatility is 50%. Coca-Cola's expected return is 6% and its volatility is 25%. Assume the correlation coefficient is 0.2. a) What is the covariance between the returns of these two stocks? b) What are the portfolio weights of the minimum variance portfolio of these two stocks? c) What is the minimum variance portfolio's volatility