The investment fund A has an expected return of 16% and a standard deviation of 24%, while investment fund B is 8% and 12%, respectively. The correlation coefficient between A and B is 0.30. There is also a nearly-risk-free money market fund yielding 4%. You plan to construct a complete portfolio with an expected return of 12% and the least possible risk. What is the asset allocation and standard deviation of the your portfolio?

please could you please explain in detail