Stock Xillow has an expected return of 16% and a standard deviation of 4%. Stock Yash has an expected return of 12% and a standard deviation of 3%. Assume you have constructed a portfolio consisting of 60% weight in Stock Xillow and the rest in Stock Yash. Furthermore assume that the stocks have a correlation coefficient of -0.3. What is the standard deviation of the portfolio? O A. Less than 2% O B. Greater than or equal to 2% and less than 2.5% C. Greater than or equal to 2.5% and less than 3% O D. Greater than or equal to 3% and less than 3.5% O E. Greater than or equal to 3.5% Considering the stocks in the previous question, where Stock Xillow has an expected return of 16% and a standard deviation of 4% and Stock Yash has an expected return of 12% and a standard deviation of 3%. The stocks have a correlation coefficient of -0.3. What is the weight of the investment in Stock Xillow that creates the minimum variance portfolio of the two stocks? O A. From 0% to 20% B. From 20% to 40% O C. From 40% to 60% O D. From 60% to 80% O E. From 80% to 100%