7. We will invest one million in a portfolio consisting of two stocks: A and B. The standard deviation of A is 15.18% and the standard deviation of B is 10%. The portfolio risk (standard deviation) will be maximized at___ 100%)_% if we invest $ ___ (23)_million in A. The portfolio risk will be minimized if the correlation coefficient between A and B is (24) If A and B stocks are perfect negatively correlated, the weight of A stock needs to be (25) % to make this portfolio risk free