help plz

tesign a risky portfolio based on two funds, A and B. The standard B is 18%. The correlation A is 10%, while the standard deviation of return on fund rate of return for funds A and B is 15% and 30% respectively. What is the approximate weight of fund B in the minimum variance portfolio? 1) 11% 2) 24% 3) 15% 4) 27% 5) 80% 6) 20%