The stock market of country A has an expected return of 8 percent, and standard deviation of expected return of 5 percent. The stock market of country B has an expected return of 16 percent and standard deviation of expected return of 9 percent. Find the Global Minimum Zero-Variance Portfolio. 

For the minimum zero-variance portfolio, which proportion should you invest in country A and in country B, respectively? If you would please show your procedure.