Time left 02 Both Z and Y will be included in a portfolio. Stock Z has a standard deviation of 60 percent. Stock Y has a standard deviation of 47 percent. If the correlation of the two stocks is 0.25, what is the weight of Stock A in the minimum variance portfolio? what combination of Z and Y has the lowest possible standard deviation for the portfolio? O a. 59.63%; 40.37%. O b. 53.80%; 46.20% O c. 34.19%; 65.81% O d. 65.81%; 34.19% O e. 40.37%; 59.63%