Question 1 10 points Save Answer Stock A has a variance of 0.2369, Stock B has a variance of 0.0825, and the covariance between the two stocks is 0.011. The expected return for Stock A is 0.055, the expected return for Stock B is 0.084, and the risk-free rate is 0.018. Calculate the weight for Stock A to obtain the minimum variance portfolio. Report your answer in percent, don't forget to include the percent sign (%), and round to the second decimal point. Moving to another question will save this response. Question 1 of 2