The standard deviation of expected returns for investments X and Y equal 20% and 22% respectively. The correlation between returns for X and Y is .40. Find the combination of X and Y that yield the minimum risk portfolio. If your objective is to form a portfolio with these two securities that is not dominated by any other combination, how would you find the expected return and how much the dominant portfolios comprise?

My portfolio has been gyrating like a drunk belly dancers navel.