Consider two risky securities A and B with a coefficient of correlation of 0.47. A has an expected return of 13.2% and a standard deviation of 18%. B has an expected return of 7.7% and a standard deviation of 14%. Let G be the global minimum variance portfolio. The investment weights of A and B in G are and respectively. 0.27; 0.73 0.73; 0.27 0.66; 0.34 O ; 0.34; 0.66