Please give solution steps using a BAII Plus, Texas Instrument calculator.

Let G be the global minimum variance portfolio formed asset A and asset B$.$ Asset A has expected $$ return of $13\mathrm{.}2\%$ and standard deviation of $1\mathrm{.}5\%.$ Asset B has expected return of $7\mathrm{.}7\%$ and standard $$ deviation of $1\mathrm{.}1\%.$ Correlation coefficient between A and B return is $0\mathrm{.}46.$ The expected rate of return $$ and standard deviation of the global minimum variance portfolio, G$,$ are $\_\_\_\_$ and $\_\_\_\_,$ respectively. $$

a$)8\mathrm{.}97\%$; $2\mathrm{.}03\%$ b$)10\mathrm{.}07\%$; $1\mathrm{.}05\%$ c$)8\mathrm{.}97\%$; $1\mathrm{.}05\%$ d$)10\mathrm{.}07\%$; $3\mathrm{.}01\%$ e$)$ none of the above

Please give solution steps using a BAII Plus, Texas Instrument calculator. Thank you!