solve asap please

c. You have a stock A, with a projected return of 20% and a standard deviation A of 25% and a stock B with a projected return of 35% and a standard deviation B of 35%, the correlation coefficient between the two stocks is 0.2. i. Assuming that the portfolio weights are wA and wB and wA+wB=1, derive an expression for the weights for the portfolio with the minimum standard deviation. Thus, using the values for return, standard derivation and correlation above, compute values for wA and wB. [5 marks]