Question 4 The standard deviation(s) of the returns of security A and security B are 5% & 25% (0.05 & 0.25), respectively. The correlation coefficient between the returns to securities A & B is -0.4. If you were to combine securities A & B in a portfolio. which of the following portfolio weights for A & B which would minimise this portfolio variance? A WA: 76.67% & WB: 23.33% B. WA: 72.42% & WB: 27.58% C. WA: 23.33% & WB; 76.67% D. WA: 85.85% & WB: 19.15%