11. An investor has OMR 100,000 to invest in shares of Dhofar Ports and Muscat Clothing. The correlation between those two shares is -0.5. The expected returns and standard deviation of which is as follows: Dhofar Ports Muscat Clothing (R) 17 25 o 6 10 (a) Calculate the portfolio expected returns and standard deviation for the following allocations: (2 marks each) Portfolio Dhofar Ports(%) Muscat Clothing (%) B 80 20 50 (b) How would you allocate the fund to achieve a minimum standard deviation? (1mark) 50