Suppose you invest in two risky assets that have a perfect negative correlation. The standard deviation of asset A and asset B returns are given by A = 0.1 and ob =0.3. What are the optimal weights WA and wg which minimizes the variance on the portfolio? (a) WA = 0,WB = 1 (b) WA = 1, we = 0 (c) WA = 0.5, Wp = 0.5 (d) WA = 0.75, we = 0.25 (e) WA = 0.25, wg = 0.75