Suppose that there are many stocks in the security market and that the characteristics of stocks A and B are given as follows: Stock A Expected Return 10% B 15% Correlation = -1 Standard Deviation 6% 14% A. What will be the weight of A and B in the minimum risk portfolio consisting of stocks A and B? B. What is the standard deviation of the minimum risk portfolio? C. Suppose that it is possible to borrow at the risk-free rate. What must be the value of the risk-free rate? D. Let us denote the above minimum risk portfolio by "MV." If a risk neutral investor could hold only one of the three assets (A, B, or MV), which one will he choose?