Security A has an expected return of 8% and a standard deviation of 6%. Security B has an expected return of 10% and a standard deviation of 9%. The correlation coefficient between A and B is 1 (the two stocks are perfectly positively correlated). If the standard deviation of the portfolio consisting of security A and B is 7.6%, what fraction of the total money has been invested in security B ? A. 48.7% B. 50.5% C. 51.7% D. 53.4%