Part A What will be the weights, the expected return, the variance, and the standard deviation of the minimum variance portfolio combining the stocks below. Stock X Stock Y Mean Return 20.0% 15.00% Variance .10 070 Sigma ? ? Covariance of returns -.020 Part B Using 10% increments (0% X, 100% Y, 10% X, 90% Y, etc.) calculate and graph the efficient frontier of the stock portfolios composed of stocks X and Y