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	%

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