Consider a portfolio invested in stocks A and B. Stock A has an expected return of 17% and a standard deviation of 35%, and stock B has an expected return of 29% and a standard deviation of 47%. Which investment weights will result in the lowest portfolio standard deviation if correlation coefficient equals -0.15?

• 30% invested in stock A and 70% invested in stock B
• 50% invested in stock A and 50% invested in stock B
• 40% invested in stock A and 60% invested in stock B
• 60% invested in stock A and 40% invested in stock B