5.5. [1999 Sample 2:52] You have determined that Stock X and Stock Y are perfectly negatively corre- lated. The variance of returns has been 225% for Stock X and 400% for Stock Y. You will invest 100 in a combination of the two stocks. In order to minimize the risk to your portfolio, how much should be invested in Stock X? (A) 42 (B) 47 (C) 52 (D) 57 (E) 62 5.5. [1999 Sample 2:52] You have determined that Stock X and Stock Y are perfectly negatively corre- lated. The variance of returns has been 225% for Stock X and 400% for Stock Y. You will invest 100 in a combination of the two stocks. In order to minimize the risk to your portfolio, how much should be invested in Stock X? (A) 42 (B) 47 (C) 52 (D) 57 (E) 62