Please be sure to round answers to four decimal places

Assume Stocks A and B have the following characteristics. Stock A B Expected Return 10.0% 16.0% Standard Deviation 34.0% 63.0% The covariance between the returns on the two stocks is 0020. a. Suppose an investor holds a portfolio consisting of only Stock A and Stock B. Find the portfolio weights. Xa and XB, such that the variance of her portfolio is minimized. (Hint Remember that the sum of the two weights must equal 1.) (Do not round intermediate calculations and round your answers to 4 decimal places, e.g., 32.1616.) b. What is the expected return on the minimum variance portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) c. If the covariance between the returns on the two stocks is -05, what are the minimum variance weights? (Do not round intermediate calculations and round your answers to 4 decimal places, e.g., .1616.) d. What is the variance of the portfolio in part (c)? (Do not round intermediate calculations and round your answer to 4 decimal places, e.g., 1616.) % a. Stock A weight Stock B weight b. Expected return C. Stock A weight Stock B weight d. Portfolio variance