please show work and give answer in percentage

(10 points) Consider two perfectly positively correlated risky securities, A and B. Security A has an expected rate of return of 16% and a standard deviation of return of 20%. B has an expected rate of return of 10% and a standard deviation of return of 30%. Solve for the minimum variance portfolio (i.e., what are the weights in A and B of the minimum variance portfolio). What is the variance of this portfolio