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Question 8 (1 point) Consider two perfectly negatively correlated risky securities, A and B. Security A has an expected rate of return of 12% and a standard deviation of return of 20%. B has an expected rate of return of 18% and a standard deviation of return of 35%. The weight of security B in the minimum-variance portfolio is 25.3% 36.4% 40.1% 55.8% Question 9 (1 point) An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 18% and a standard deviation of return of 35%. Stock B has an expected return of 12% and a standard deviation of return of 25%. The correlation coefficient between the returns of A and B is 0.55. The risk-free rate of return is 4%. The expected return on the optimal risky portfolio is approximately. (Hint: Find weights first.) 12.2% 13.5% 14.4% 15.7%