Suppose you can form portfolios using only two stocks. Stock A and stock B, with the following characteristics: (Total 15 points) E (ra) = 17%. E(rp) = 12%. PAB = 0.2,0A = 30%, 03 = 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) Hint: you need to use calculus to solve the optimization Suppose you can form portfolios using only two stocks. Stock A and stock B, with the following characteristics: (Total 15 points) E (ra) = 17%. E(rp) = 12%. PAB = 0.2,0A = 30%, 03 = 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) Hint: you need to use calculus to solve the optimization