Given the following information about Stocks A and B:

${}_A=\mathrm{.}10$

${}_B=\mathrm{.}05$

Corr$(A,B)=-1\mathrm{.}5$

$E(R_A)=\mathrm{.}12$

$E(R_B)=\mathrm{.}07$

a$.$ Calculate what weights of stock A and $B$ will be necessary to achieve the minimum variance portfolio $($a portfolio comprised of only stocks A and B$).$

$($Hint: Please refer to the textbook $($Chapter $7,$ Example $7\mathrm{.}2$ Optimal Risky Portfolio$)$

b$.$ What is the expected return and standard deviation of the minimum variance portfolio that you calculated in part $($a$)$ above?