The probabilities and returns for funds A and B are as follows: State Probability Return A Return B 1 10% 10% 8% 20% 13% 7% 3 20% 12% 6% 4 30% 14% 9% 20% 15% 8% a) In what proportions must be invested in A and B to achieve the minimum variance portfolio? b) What is the variance and expected return of the portfolio constructed in a)?