MC QU. 27 Consider the tollowing probability... Consider the following probability distribution for stocks A and B: State Return on Stock A. 10% 13% 12% 14% Probability 0.10 0.20 0.20 0.30 0.20 Return on Stock B 8% 7% 6% 9% U AWN- 15% Let G be the global minimum variance portfolio. The weights of A and B in G are and respectively. MC QU. 27 Consider the tollowing probability... Consider the following probability distribution for stocks A and B: State Return on Stock A. 10% 13% 12% 14% Probability 0.10 0.20 0.20 0.30 0.20 Return on Stock B 8% 7% 6% 9% U AWN- 15% Let G be the global minimum variance portfolio. The weights of A and B in G are and respectively