$\backslash$table$[[,$Return,SD$],[$A$,0\mathrm{.}09,0\mathrm{.}12],[$B$,-0\mathrm{.}1,0\mathrm{.}26],[$COV$,-0\mathrm{.}0066,],[$A$,3,],[$Rf$,0\mathrm{.}04,]]$

this is a minimum variance question

what is the weight of stock $A$

what is the weight of stock $b$

what is the return of the portfolio

what is the risk of the portfolio