I understand that the weights are .6 and .4, not sure how to get that from .12=(Wa)(.1)+(1-Wa)(.15)

20. Portfolio risk You can form a portfolio of two assets, A and B, whose returns have the following characteristics: Stock Expected Return Standard Deviation Correlation A 10% 20% 0.5 If you demand an expected return of 12%, what are the portfolio weights? What is the portfolio's standard deviation