You are planning to invest $200,000. Two stocks are available, A and B, and you can invest in either of them or in a portfolio with some of each. Find the weight invested in stock B (i.e. W.) that produces the minimum risk portfolio, assume the coefficient of correlation between stocks A and B ie. Pe = -0.5 Assume that both standard deviations of stocks A and B are 12.8% and 25.7% respectively Select one: a. 72% b. 28% c. 12.8% d. 39% e. 25.7%