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 assets A and B, what is the weight of asset A in the minimum variance portfolio?

		13.68%
		16.40%
		25.55%
		11.24%