You are considering investment in two risky securities. Security 1 has an expected return of 11% and a return standard deviation of 9%. Security 2 has an expected return of 10% and a return standard deviation of 8%. The correlation coefficient of returns for these two risky securities is 0.4. What would the weights be for Security 1 and Security 2 in the minimum variance portfolio?

	A.	84.62% for Security 1 and 15.38% for Security 2
	B.	34.48% for Security 1 and 65.52% for Security 2
	C.	15.38% for Security 1 and 84.62% for Security 2
	D.	40.27% for Security 1 and 59.73% for Security 2
	E.	65.52% for Security 1 and 34.48% for Security 2
	F.	59.73% for Security 1 and 40.27% for Security 2