Alex plans to form a portfolio with only two securities, security A and security B. The correlation between these two securities is -0.75. Given the following forecast, what are the weights in security A and security B, respectively if the target expected return for this portfolio is 8%? (Note: please retain at least 4 decimal places in your calculations and at least 2 decimal places in your final answer.) State of the Probability of Expected Return (A) Expected Return (B) Economy Occurance Boom 30% 25% 20% Stable 45% 8% 10% Bust 25% -3% -15% Select one: O a. 65.28%: 34.72% O b. 34.72%: 65.28% O c. 71.66%: 28.34% O d. 50%: 50% e. 28.34% : 71.66%