Considering the stocks in the previous question, where Stock Xillow has an expected return of 16% and a standard deviation of 4% and Stock Yash has an expected return of 12% and a standard deviation of 3%. The stocks have a correlation coefficient of -0.3. What is the weight of the investment in Stock Xillow that creates the minimum variance portfolio of the two stocks? A. From 0% to 20% B. From 20% to 40% C. From 40% to 60% D. From 60% to 80% E. From 80% to 100%