Quesnon Stock A has expected return 5.3% and volatility of 10.17% while stock B has an expected return 7.1% and a volatility of 13.015. The correlation between the return of these two stocks is +1. you want to create a portfolio of these two stocks, with minimum possible volatility, then what is the proportion of your total investment amount weight that you will put in A? Assume you cannot short stocks so both weights are positive.) 100%