Consider the following data on returns (R), standard deviation (o), and correlations (1) for two stocks: R1 = 10%, 01 = 4%, R2 = 20%, 02 = 6%, r12 = -1.0 Find the weights of stocks 1 and 2 (W1 and W2) that will yield the minimum variance of a portfolio of stocks 1 and 2. O 1. W1=0.50, W2=0.50 O2. W1=0.40, W2=0.60 3. W1=0.70, W2=0.30 4.W1=0.60, W2=0.40