We have the historical returns of two risky assets: Date asset_A asset_B 4/30/2020 -0.1554 0.1363 5/31/2020 0.0851 0.0254 6/30/2020 0.1474 0.1106 7/31/2020 0.1651 0.0074 8/31/2020 0.2166 0.1028 9/30/2020 -0.1025 0.0674 Calculate stock expected return and variance of return using time-series analysis. Given that the correlation coefficient between A and B is 0 1511 If we form a portfolio using asset A and B, what is the weight of asset A in the minimum variance portonio? O 13.68% 16.40% 25,55% 11.24%