You have the data for stocks of 2 companies, A and B. Calculate: a) Expected return and standard deviation of a portfolio that is 40% invested in B. b) The expected return and standard deviation of the minimum variance portfolio. Briefly explain what is the minimum variance portfolio. c) A risk free asset gives 16% return. If you invest in a portfolio consisting of investment of 60% in the risk free stock and 40% in A and B, what will be the portfolio risk and return? d) What will be the weights in the above portfolio