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. O 0.43;0.57 O 0.760.24 0.24 0.76 0.57 0.43 O 050 0.50