The following information is available for stocks X and Y: Stock Annual expected return [E(R)] 0.12 0.08 Annual standard deviational 0.06 0.04 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 O a. 45.24% and 54.76% respectively. O b. 12.75% and 87.25% respectively. O c. 16.67% and 83.33% respectively. od. None of the options are correct. e. 32.85% and 67.15% respectively. Clear my choice