stock A$\text{'}$s expected return and variance are $0\mathrm{.}12$ and $0\mathrm{.}0424,$ respectively. Stock B$\text{'}$s expected return and variance are $0\mathrm{.}25$ and $0\mathrm{.}1234,$ respectively. The two securities have a correlation coefficient of $0\mathrm{.}55.$ What are the weights of securities A and B$,$

w$($A$)$ and w$($B$),$ in the MVP$?$

a$.$ w$($A$)=74\mathrm{.}20\%,$ w$($B$)=25\mathrm{.}80\%$

b$.$ w$($A$)=82\mathrm{.}81\%,$ w$($B$)=17\mathrm{.}19\%$

c$.$ W$($A$)=91\mathrm{.}24\%,$ w$($B$)=8\mathrm{.}76\%$

d$.$ w$($A$)=96\mathrm{.}97\%,$ w$($B$)=3\mathrm{.}03\%$