Calculate the (MVP) minimum variance portfolio with a risk-free asset using the following: What is the percentage of stocks "S" and bonds "B" to find the MVP point?

Expected Return "Security A" 16%, standard dev. of "A" 20%,

Expected Return "Security B" 10%", standard dev. of "B" 25%, Separately, these stocks are perfectly negatively correlated.

Group of answer choices

15.6% Bonds, 84.4% stocks

10.2% stocks, 89.8% Bonds

15% stocks, 85% bonds

27.6 bonds, 72.4% stocks