There are two stocks with the following return and risk values

Stock Expected return $(\%)$ Standard deviation $(\%)$

A $5\mathrm{.}510$

B $7\mathrm{.}517$

The correlation between A and B is $0\mathrm{.}2.$

What is the standard deviation of the minimum variance portfolio $($MVP$)$ that is formed by

combining assets A and B$?$ Set the equation that will solve for the standard deviation of the MVP$.$