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. Multiple Choice 0.57; 0.43 0.24; 0.76 0.76; 0.24 O 0.43: 0.57 O 0.50; 0.50 O