Consider two assets A and B. A has an expected return of 10% and a standard deviation of 20%. B has an expected return of 6% and a standard deviation of 14%. The correlation between the two assets is -10%. Using the above information to answer Questions 19 -20 What is the expected return of the minimum variance portfolio with the two assets? PIs round your answer to 3 decimal places, e.g., 0.123.Continue with the above, what is the weight on asset B in the minimum variance portfolio? PIs round your answer to 3 decimal places, e.g., 0.123.You estimated a time series regression of the excess returns of stock XYZ on the excess returns of the market, finding beta is 1. Suppose stock XYZ's excess returns have a standard deviation of 50% and the excess market returns have a standard deviation of 25%. According to the CAPM, what is the idiosyncratic volatility of stock XYZ? PIs round your answer to 3 decimal places, e.g., 0.333