The second question is related to the previous one.

Question 4 (5 points): Assume the following statistics for Stock A and Stock B: Stock A Stock B Expected return 15% 20% Standard deviation 20% 25% Weight 30% 70% Correlation coefficient 0.6 An investor seeks a portfolio return of 18%. Which combination of the two stocks accomplish this objective? Question 5 (2 points): Assume the same statistics for Stocks A and B as in Question 4. What are the weights of the minimum variance portfolio in this case