A

B

Consider two perfectly negatively correlated risky securities, A and B. Security A has an expected rate of return of 15% and a standard deviation of return of 18%. B has an expected rate of return of 8% and a standard deviation of return of 31%. What is the weight of security B in the minimum-variance portfolio? Please report your answer in decimal terms rounded to two decimal places. An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 0.17 and a standard deviation of return of 0.19. Stock B has an expected return of 0.12 and a standard deviation of return of 0.23. The correlation coefficient between the returns of A and B is 0.15. The risk-free rate of return is 0.09. The proportion of the optimal risky portfolio that should be invested in stock A is Please answer in decimal terms rounded to four decimal places