Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return of 10% and a standard deviation of 16%. B has an expected rate of return of 8% and a standard deviation of 12%. The weights of A and B in the global minimum variance portfolio are _____ and _____, respectively.

A) 0.24; 0.76

B) 0.50; 0.50

C) 0.57; 0.43

D) 0.43; 0.57

E) 0.76; 0.24