Consider two perfectly negatively correlated risky securities, K and L. K has an expected rate of return of 1396 and a standard deviation of 21%. L has an expected rate of return of 1096 and a standard deviation of 1596. The weights of K and Lin the global minimum variance portfolio are and respectively. Spreadsheet 16018.xlsx 0.4167; 0.5833 0.4532; 0.5511 0.2411; 0.7261 0.5000; 0.5000 0.7665; 0.2488