Suppose Tex stock has a volatility of 42%, and Mex stock has a volatility of 16%. If Tex and Mex are uncorrelated, a. Construct a portfolio with positive weights in both stocks and that has the same volatility as MEX alone. b. What portfolio of the two stocks has the smallest possible volatility? a. Construct a portfolio with positive weights in both stocks and that has the same volatility as MEX alone. The portfolio of the two stocks that has the same volatility as Mex alone consists of 25.3 % of Tex stock and 74.7 % of Mex stock. (Round to one decimal place.) b. What portfolio of the two stocks, given in this problem, has the smallest possible volatility? The portfolio of the two stocks that has the smallest possible volatility consists of % of Tex stock and % of Mex stock. (Round to one decimal place.)