The following table shows the past annual returns for Stock A and Stock B, please find the expected return, standard deviation and coefficient of variation for Stock A, Stock B and a Portfolio that puts 20% weight on Stock A and 80% weight on Stock B. To minimize the coefficient of variation of the portfolio, how much weight should be assigned for Stock A?

PLEASE SHOW ALL WORK

Year	Stock a returns	Stock b returns
2005	10.30%	10.71%
2006	- 0.10%	25.00%
2007	23.30%	0.38%
2008	2.20%	26.20%
2009	14.00%	11.52%