Show work please.

Stock A has an expected return of 12% and a standard deviation of 32.3%. Stock B has an expected return of 14.3% and a standard deviation of 61.3%. The covariance between the returns on the two stocks is 0.0027. What is the expected return on the minimum variance portfolio? Enter your answer as a decimal, rounded to four decimal places. (E.g., 0.0123). Hint: you will first need to minimize the variance of a portfolio of two assets, which equals: 0 = X30% + X10 + 2XAX&Cov(A,B)