Securities X and Y are perfectly negatively correlated. Security X has an expected return of 16% and a standard deviation of 18%. Y has an expected return of 10% and a standard deviation of 28%. What is the weight of security Y in the minimum- variance portfolio? Please report your answer in decimal terms rounded to two decimal places. Your Answer: Carson Wentz' complete portfolio includes a risky asset with a standard deviation of 18%. How much of his complete portfolio should be invested in the risky asset if he wants his complete portfolio to have a standard deviation of 5%? Please report your answer in percent terms rounded to two decimal places. Your