The correlation coefficient between the returns on Banana and Mango is 0.3. The return on the risk-free asset is 2%. a) Calculate the risk and returns of a portfolio using proportions of stock A and stock B from 0 to 100% in increments of 25%. You may use the blank pages as scratch paper. Round to the second decimal (X.XX) and tabulate your results below (1 point per entry, 10pt total) Var(RP)=(w11)2+(w22)2+2w1w2COV(R1,R2 b) Calculate the weights of the two stocks that form the minimum variance portfolio. Also compute the expected return and standard deviation of the minimum variance portfolio (5pt)