Consider two assets A and B. A has an expected return of 15% and a standard deviation of 35%. B has an expected return of 12% and a standard deviation of 20%. The correlation between the two assets is 20%. Using the above information to answer Questions 13 - 14. What is the minimum variance you can achieve if you form a portfolio with assets A and B ? Pls round your answer to 3 decimal places, e.g., 0.123. Question 14 2pts Continue with the above, what is the weight on asset A in the minimum variance portfolio? Pls round your answer to 3 decimal places, e.g., 0.123