Please help me to solve this finance question.

1. Suppose that you have the opportunity to buy stock in AT&T and Microsoft. AT&T Microsoft Mean 0.10 0.21 Variance 0.0144 0.04 (a) What is the expected return of a portfolio whose weight on AT&T is 0.6 and weight on Microsoft is 0.4? (b) Assume the correlation between the two stocks is 0.6. What is the variance of the portfolio ? (C) Now assume that the correlation between AT&T and Microsoft is -1. Find the weights of the two stocks that produce a minimum risk portfolio. What is the variance of this portfolio