The following information is available for stocks X and Y:

The correlation coefficient between the returns of two stocks is 0.46.

Let G be the global minimum variance portfolio. The weights of A and B in G are __________ and __________, respectively.

a.32.85% and 67.15% respectively.

b.45.24% and 54.76% respectively.

c.16.67% and 83.33% respectively.

d. None of the options are correct.

e.12.75% and 87.25% respectively.