Need help on the Following questions ASAP

Information Given: Portfolio J - Expected Return 1.99% Standard Deviation 4.61% Fr 0.1% Sharpe Ratio 0.410

1) Find out global minimum variance portfolio based on these two stocks, including weights in each stock, expected return and volatility of this portfolio.

2) Find out the optimal risky portfolio based on these two stocks, including weights in each stock, expected return and volatility of this portfolio.