Stocks A and B have the following probability distributions of expected future returns. Expected returns and variance of each stock have been calculated.

Probability Stock A Stock B

Probability	Stock A	Stock B
0.4	-0.1	0.1
0.2	0.2	0.1
0.4	.02	0

	Expected Return
Stock A	0.08	0.0216
Stock B	0.06	0.0024

a. Calculate the covariance between returns on two stock

b. what percentage of your investment would you have to put into stock A and B to minimize the portfolio risk?

Calculate standard deviation of the minimum risk portfolio?