Suppose you consider investing in Cartman Inc. and Garrison Enterprises. The correlation is $\mathrm{.}05$ and the risk free rate is $2\%.$ Cartman's expected return is $12\%$ and Std$.$ Dev is $20\%.$ Garrison's expected return is $17\%$ and Std$.$ Dev is $30\%.1.$ What are the variances and covariances? $2.$ How much weight should you invest in these $2$ stock so they are a Minimum Variance Portfolio? $3.$ How much weight should you invest in each so the portfolio is a Tangency Portfolio?