Question 9 a of ray ad Hhe ridk Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return of 12% and a standard deviation of 17%. B has an expected rate of return of 9% and a standard deviation of 14%4:Eo (2 % 67 Calculate the weights of A and B in the global minimum variance portfolio. col4+ X170.4 a238 Question 10 118411 Assume that you have $100,000 to invest in securities. You want to create a portfolio by investing 25% of your money in treasury bills and the balance in the minimum variance portfolio formed in (9) above. Calculate the dollar amount invested in each security in your portfolio