Can you please help me solve this question. Please provide full explanation of what formulas to use. Thanks

1. Stock A has an expected return of 4% and a standard deviation of returns of 20% while Stock B has an expected return of 6% and a standard deviation of returns of 30%. If the stock returns are perfectly negatively correlated the expected return on the minimum variance portfolio consisting of these stocks will be closest to: A. 4.8%. B. 5.0%. C. 5.2%. D. 5.4%. E. None of the above