4. You decide to invest in a portfolio with two Exchange Traded Funds (ETFs). ETF 1 has a standard deviation of 13.4%, and an expected return of 4.3%. ETF 2 has a standard deviation of 19.7% and an expected return of 9.7%. The covariance of the ETFs is 0.0013. If your goal is to minimize the risk of the portfolio, which of the below proportional ownerships is the best option? a. 90% ETF 1/10 % ETF 2 b. 10% ETF 1 / 90 % ETF 2 c. 75% ETF 1/25 % ETF 2 3 Page d. 25% ETF 1 / 75 % ETF 2