The coefficient correlation between the returns of the stock fund and bond funds are 0.35.the return of the risk free asset is 2%. Assets expected returns Standard Dividends Stock 1 17% 23% Stock 2 23% 45% The risk and returns of a portfolio using proportions of stocks 1 and 2 Fromm 0-100% in increments of 25%. Weight in 1 weight in 2 Expected Returns Standard Deviation 0 1 23 45 0.25 0.75 21.5 36.17 0.50 0.50 20 28.63 0.75 0.25 18.5 23.66 1 0 17 23 Can you calculate the weights of the two assets that form the minimum variance portfolio? Along with computing the Expected Return and Standard Deviation for the minimum variance ? (Show Work step by step)