Please do all parts. Thank you.

Question 4 There are two stocks A and B. E (RA) is 20% and E(RB) is 5%. 0A = 40% and = 10% . Their correlation is 0.5. Question 12 1.5 pts Question 4a Calculate the covariance of A and B. Use percentage. 40 instead of 0.4 Question 12 1.5 pts Question 4a Calculate the covariance of A and B. Use percentage. 40 instead of 0.4 0.02 Question 13 1.5 pts Question 4b Find the minimum variance portfolio (MVP) composed of these two stocks. To be specific, find the weights of A XMVP in that portfolio. Round it to 3 decimal points, the number can be negative. -0.077 Question 14 1.5 pts Question 4c Using weights of A and B in MVP. Calculate the expected return of MVP. Use percentage point. For example, if your answer is 5.6%, just write down 5.6. Round it to one decimal point. D Question 15 1.5 pts Question 4d Using weights of A and B in MVP. Calculate the standard deviation of MVP. Use percentage point. For example, if your answer is 5.6%, just write down 5.6. Round it to one decimal point