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Stocks P and Q have the following risk-return parameters: Stock Expected return (E()) Standard deviation (0) 20% 12% Q 15% 8% The correlation coefficient between P and Q is 0.45. The weights of P and Q in the global minimum variance portfolio are, Select one: O a. 24.56% and 75.44% respectively. O b. Cannot be determined. O c. 17.11% and 82.89% respectively. O d. 16.59% and 83.41% respectively. e. 33.21% and 66.79% respectively