Lecture 6 questions: 2. Two stocks A and B have return and risk information: E(ta) = 8%, E(TB) = 10%; A=12%, OB = 15%; PAB=0.6. The two stocks are used to construct a minimum variance portfolio. Answer the following questions: 2.1. (0.75 pt) What is the weight of stock A of the minimum variance portfolio? 2.2. (0.75 pts) What is the expected return of the minimum variance portfolio? 2.3. (1 pt) What is the standard deviation of the minimum variance portfolio