12 correlated Cu has Como des two perfectly negatruely (correlation coeftraent) risky securities, A & B. security A can expected return of 16% a standard deviation return of 20% B; Hos an expected return of 10% Standard deviation of return of 30%. The weight of security Bina the minimun-araliance portfolio is and a A 20% B 60% 40% c 0 1295