Asap Please

You are planning to invest $1,000,000. Two securities are available, A and B, and you can invest in either of them or in a portfolio with some of each. You estimate that the following probability distributions of returns Find the weight percentage invested in stock A (i.e. WA ) that produces the minimum risk portfolio, assume that the coefficient of correlation between stocks A and B i.e. AB=0.5. Assume that both standard deviations of stocks A and B are 12.8% and 25.7% respectively. Select one: a. 72% b. 25.7% c. 12.8% d. 39% e. 42.5%