Please help with this Lagrangian equation!!

1. Below are returns and standard deviations for two potential investments Exp. Return (%) Standard deviation (%) Stock A 15 20 Stock B 21 26 The correlation between A and B is 0.5. Suppose that the investor chooses the value weights WA and wg to minimise the expression 1/2Log(2) where Log(.) denotes the natural logarithm, and or is the portfolio variance. a. Write down the Lagrangian for this problem. [5 marks]