I'm not sure if the answers I have are correct please solve all parts.

Assume Stocks A and B have the following characteristics: The covariance between the returns on the two stocks is .0018 . a. Suppose an investor holds a portfolio consisting of only Stock A and Stock B. Find the portfolio weights, XA and XB, such that the variance of her portfolio is minimized. (Hint. Remember that the sum of the weights must equal 1.) (Do not round intermediate calculations and round your answers to 4 decimal places, e.g., 32.1616.) b. What is the expected return on the minimum variance portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) c. If the covariance between the returns on the two stocks is -.05 , what are the minimum variance weights? (Do not round intermediate calculations and round your answers to 4 decimal places, e.g., .1616.) d. What is the variance of the portfolio in part (c)? (Do not round intermediate calculations and round your answer to 4 decimal places, e.g., .1616.)