$\backslash$table$[[,$Return,SD$],[$A$,0\mathrm{.}09,0\mathrm{.}12],[$B$,-0\mathrm{.}1,0\mathrm{.}26],[$COV$,-0\mathrm{.}0066,],[$A$,3,],[$Rf$,0\mathrm{.}04,]]$

this is a minimum variance question

what is the weight of stock $A$

what is the weight of stock $b$

what is the return of the portfolio

what is the risk of the portfolio

if you want to add risk free to your investment what would be the weight of risk free

what is the return of the complete minimum variance portfolio?

what is the utility function of the risky portfolio