Consider the following probability distribution for stocks A and B: State probability return on stock A return on stock B 1 0.10 10% 8% 2 0.20 13% 7% 3 0.20 12% 6% 4 0.30 14% 9% 5 0.20 15% 8% 1)

1. Let G be the global minimum variance portfolio. The weights of A and B in G are __________ and __________, respectively.