Hi, I was a bit confused about this question, could someone help me understand the computation behind it in a step-by-step way?

Thank you very much for your help.

Return on Stock A: RA=0.06+0.5RM+eA Return on Stock B: RB=0.04+1.5RM+eB Where RM is return on the single index and eA and eB are error terms which are not correlated with anything and have zero means. In addition, the following statistics are known for the risk-free rate, RM, and the error terms: Based on the information above, calculate the smallest possible portfolio return standard deviation one can get by forming a portfolio of Stock A and B. Hint: Recall the formula for the minimum variance weight on A is: wA=A2+B22A,BB2A,B where i is the return standard deviation of asset i(i=A,B), and A,B is the covariance between assets A and B