Exercise $\backslash$#$4($Slides $45-52$: Chapter $7$: Minimum Variance Portfolio$)$

Given the following:

Stock A Expected return $\backslash (=0\mathrm{.}25\backslash ),$ standard deviation $\backslash (=0\mathrm{.}20\backslash )$

Stock B Expected return $\backslash (=0\mathrm{.}12\backslash ),$ standard deviation $\backslash (=0\mathrm{.}18\backslash )$

If stock $\backslash ($ A $\backslash )$ and stock $\backslash ($ B $\backslash )$ have a positive correlation of $0\mathrm{.}58,$ which portfolio represents the minimum variance portfolio?

a$)$ Weight of Stock $\backslash ($ A $\backslash )$ in the minimum variance portfolio:

b$)$ Weight of Stock B in the minimum variance portfolio:

c$)$ The expected return and standard deviation of this minimum variance portfolio: and