What should be the weight of Security #1 in a portfolio consisting of Securities #1 and 2 to minimize the portfolio's standard deviation if the correlation coefficient between Decurities #1 and #2 is -17 Select one a 40.45% b. 45 45% c. 50 45% d 55 459 e None of the above Security #1 #2 Expected Return Standard Deviation Beta 0.10 0.24 1.25 0.08 0.20 0.80