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Assuming a correlation coefficient of -1.00 and the information given below, compute the following information regarding the minimum variance portfolio (MINVAR). Security A : \begin{tabular}{l|l} \hline Mean: & 11.00% \\ \hline Standard Deviation: & 35.32% \end{tabular} Security B: \begin{tabular}{l|r} \hline Mean: & 13.70% \\ \hline Standard Deviation: & 49.45% \\ \hline \end{tabular} MINVAR Weight of Security A: MINVAR Weight of Security B: MINVAR Portfolio Return: MINVAR Portfolio Variance