please show calculations

Suppose you can form portfolios using only two stocks. Stock A and stock B, with the following characteristics: E(1x) = 18%, E(+3) = 12%. PAB = 0.3, 04 = 25%, 0, = 15% a. Find the portfolio weight on stock A that gives you a two-stock portfolio that has a standard deviation of 20%. (10 points) Hint: you will find two solutions and you should pick the efficient one b. Find the portfolio weight on stock A that gives you a two-stock portfolio that has a minimum standard deviation. (5 points)