A smart investor is operating in a global market that includes two securities A and B from two major markets. A has an expected retum of 15% and a standard deviation of 10%. B has an expected return of 20% and a standard deviation of 15%. A and B are perfectlynegativelvermelated Compute the relevant weights to construct an international portfolio with zero risk and obtain the return on such a portfollo. The relevant weights for A and B to construct a portlolio of zero risk are, respectively: 3/5:2/5 2/5;3/5 1/5:4/5 24/25;1/25