6. Jack plans to invest one million dollars in a portfolio consisting two stocks: Facebook and GE. He estimated that the standard deviation of Facebook is 15% and the standard deviation of GE is 10%. The portfolio risk will be maximized at (10) (In percentage, two decimal places) if the correlation coefficient between GE and Facebook is (11) The portfolio risk will be minimized if the correlation coefficient between GE and Facebook is (12) If he observed that Facebook and GE stocks are perfect negatively correlated. How much Jack needs to invest in Facebook so that he could make this portfolio risk free? (13) (in million $ two decimal places)