Consider two securities, A and B. Security A has an expected rate of return of 16% and a standard deviation of return of 20%. B has an expected rate of return of 10% and a standard deviation of return of 30%. The return correlation between A and B is -.2. The weight of security A in the minimum-variance portfolio is _____

A. 33.77%

B. 42.56%

C. 57.44%

D. 66.23%