Return on Stock A 10% 13% 12% 14% 15% State Probability 1 0.10 2 0.20 3 0.20 4 0.30 0.20 Return on Stock B 8% 78 6% 98 N 8% Let G be the global minimum variance portfolio. The weights of A and B in G are and respectively. Multiple Choice 0.40; 0.60 0.77; 0.23 0.34; 0.66 0.23; 0.77 0.66; 0.34