please answer all the questions down below, all the information that is needed is already provided

The variance-covariance matrix pertaining to both Security X and Security Y is given as follows:

28 -1.2

. -1.2 50.8

The expected return of Security X is denoted asE(RX), and the expected return of Security Y is denoted asE(RY).

Find the portfolio consisting of these two securities that has the minimum variance.The variance estimate of this minimum variance portfolio is __________.

Select one:

a.15.2345

b.19.6615

c.18.4750

d.14.0250

e.17.4995