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Consider the following probability distribution for stocks A and B: State Probability Return on Stock A Return on Stock B 1 0.10 10 96 8

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Consider the following probability distribution for stocks A and B: State Probability Return on Stock A Return on Stock B 1 0.10 10 96 8 % 2 0.20 13 % 7 % 3 0.20 12 % 6 4 0.30 14 9 0.20 15 %6 8 and Let G be the global minimum variance portfolio. The weights of A and B in G are respectively

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