Consider two perfectly negatively correlated risky securities, K and L.K has an expected rate of return of 13% and a standard deviation of 19%. L has an expected rate of return of 10% and a standard deviation of 16%. The weights (in percentage) of K and L in the minimum variance portfolio are 1) 46;54 and respectively. 2) 45:55 3) 50;50 4) 54;46 5) 76:24 6) 24;76