Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return of 12% and a standard deviation of 15%. B has an expected rate of return of 9% and a standard deviation of 12%. The weights of A and B in the global minimum variance portfolio are_ _and_ , respectively. O A. 0.76; 0.24 OB. 0.56; 0.44 O C. 0.44; 0.56 O D.0.45; 0.55 O E. 0.50; 0.50