Hi , can you please explain for part 1 how to find the minimum variance portfolio without doing long calculations?

QUESTION 3: (20 marks) Consider a financial market with only two securities: stock A and B (i.e. the market portfolio of risky assets is composed of A and B). The relevant information of stock A and B is given in the following table: Expected return (E(R)) 80% Standard deviation (6) 0.6 Stock A Stock B 15% 0.2 The correlation coefficient between the returns of stock A and B is p=-0.1. The rate of return of the risk free asset is 13% a) Find the expected return and the standard deviation of the minimum variance portfolio composed of stock A and B. c) Now add the risk free asset. It is calculated that the tangency portfolio has a weight of Wx=0.64 in stock A. It is also calculated that the Expected return and Standard Deviation of the tangency portfolio is 57% and 0.4 respectively. Add the Capital Market Line (CML) to the graph in part b), and note the tangency portfolio. d) Zack is an aggressive investor who would like to borrow money to invest in the risky portfolio. Indicate a sample point on the CML where Zack may choose to invest and explain why