Question $9(1$ point$)$

Consider two perfectly negatively correlated risky securities$,$ A and B$.$ Security A has

an expected rate of return of $16\%$ and a standard deviation of return of $32\%.B$ has

an expected rate of return of $25\%$ and a standard deviation of return of $65\%.$ The

weight of security $B$ in the minimum$-$variance portfolio is

$33\mathrm{.}0\%$

$37\mathrm{.}1\%$

$42\mathrm{.}5\%$

$47\mathrm{.}4\%$