23) Consider two risky securities. The correlation between their returns is 0.09. The first security's expected rate of return is 21%. Its standard deviation is 28%. The security's expected rate of return is 12%. Its standard deviation of 18%. second a. What are the investment proportions in the minimum-variance portfolio of the two risky funds? Show your work b. What are the expected value and standard deviation of its rate of return? Show your work