Suppose Tex stock has a volatility of 36%, and Mex stock has a volatility of 20%. If Tex and Mex are uncorrelated, a. Construct a portfolio with positive weights in both stocks and that has the same volatility as MEX alone. b. What portfolio of the two stocks has the smallest possible volatility? a. Construct a portfolio with positive weights in both stocks and that has the same volatility as MEX alone. 96 of Tex stock and % of Mex The portfolio of the two stocks that has the same volatility as Mex alone consists of stock. (Round to one decimal place.)