a) What will be the weights, the expected return, the variance, and the standard deviation of the minimum variance portfolio combining the stocks below.

Stock X	Stock Y
Mean Return	22.0%	14.00%
Variance	.12	.065
Sigma	?	?
Covariance of returns	.03

b) Using 10% increments (0% X, 100% Y, 10% X, 90% Y, etc.) calculate and graph the efficient frontier of the stock portfolios composed of stocks X and Y.

Please show your steps in excel. Thank you very much!