5. A private investor manages her own portfolio by carefully analyzing various stocks to include or sell short in her portfolio (portfolio P). She maximizes the expected return of her portfolio while minimizing its standard deviation. She then invests some of her money into the portfolio and puts the rest in T-Bills. She is concerned that her portfolio is not the optimal portfolio among the stocks she has chosen to invest in. Her data on the securities she hold are as follows:: Security Expected Return Standard Deviation Correlation w/ Beta with the Portfolio P US Market Delta Ford 18.0% 35.0% 0.90 1.50 10.0% 20.0% 0.60 1.15 LVMH 6.0% 25.0% 0.00 0.70 Portfolio P 13.0% 18.0% 1.00 0.90 T-Bills 4.0% 0.0% 0.00 0.00 She estimates the US Market to have an expected return of 12.0% and a standard deviation of 12.0%. Based on this data, indicate below, which direction this investor should adjust the portfolio weights for each of the three securities. a) Delta Increase No Change Decrease b) Ford c) LVMH Increase Increase No Change No Change Decrease Decrease