The probability distribution of the return on asset X is

Probability	0.1	0.2	0.4	0.2	0.1
Return on X (%)	30	20	15	10	-50

The return on asset Y is perfectly correlated with the return on X so that Ry= 0.06+0.2Rx, where Ry denotes the return on Y and Rx denotes the return on X.

(a) What are the expected return and standard deviation of return on a portfolio with equal weights in the two assets?

(b) What should the weight of asset X be if the aim is to construct a portfolio with zero variance?