The table below presents a probability distribution for the returns of two stocks. State Probability Stock 1 Stock 2 0.1 10% 8% Very bad Moderately bad Neutral 0.2 13% 7% 0.3 12% 6% 0.2 14% 9% Moderately good Very good 0.2 15% 8% If you were to form portfolios made up exclusively of these two stocks, which of the following is closest to the weight of Stock 1 in the global minimum variance portfolio? O 23.1% 0 24.39 23.9% O 16.7% O 31.5%