Consider Two Perfectly Negatively Correlated Risky Securities, K and L

Consider two perfectly negatively correlated risky securities, K and L. K has an expected rate of return of 13% and a standard deviation of 19%. L has an expected rate of return of 10% and a standard deviation of 16%.
The weights of K and L in the global minimum variance portfolio are _____ and _____, respectively.

A) 0.24; 0.76
B) 0.50; 0.50
C) 0.46; 0.54
D) 0.45; 0.55
E) 0.76; 0.24