Use your solution to the following problem to answer questions. A smart investor is operating in a global market that includes two securities A and B from two major markets. A has an expected return of 15% and a standard deviation of 10%. B has an expected return of 20% and a standard deviation of 15%. A and B are perfectly negatively correlated. Compute the relevant weights to construct an international portfolio with zero risk and obtain the return on such a portfolio. The relevant weights for A and B to construct a portfolio of zero risk are, respectively: O 2/5: 3/5 O 24/25: 1/25 0 1/5: 4/5 O 3/5: 2/5