Please answer only question 6 since it uses information from the previous two questions.

QUESTION 4 Calculate the expected return portfolio that comprises of 50% ABC Inc (E(R) = 14%) and 50% XYZ inc. (E(R)=10% )

QUESTION 5 Calculate the std deviation of portfolio that comprises of 50% ABC Inc (Stdev = 42%) and 50% XYZ inc. (Stdev=31% ) when correlation between the two is 0.1.

QUESTION 6 Using information from questions 4 and 5. For what weight of ABC inc will the portfolio have minimum variance?

A. 40% B. 66% C. 50% D. 34%