Question 12 15 pts Suppose you can form portfolios using only two stocks. Stock A and stock B, with the following characteristics: (Total 15 points) E(A) = 18%. E(ro) = = 15%. PAB = 0.25, A = 30%, 0 B = 20% a. Find the portfolio weight on stock A that gives you a two-stock portfolio that has a standard deviation of 22%. (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)