9. Suppose you are considering investing in 2 mutual funds. Due to my lack of imagination, let the first fund be Fund X and the second be Fund Y. Consider the following data: ErX = .1, ErY = .15 Var(rX) = .09 Cov(rX,rY) = .02 Cov(rY,rX) = .02 Var(rY) = .16 Let wX be the proportion of the portfolio invested in Fund X. (The remainder of the portfolio is invested in Fund Y.) a) With the portfolio's expected return on the vertical axis and its standard deviation of returns on the horizontal axis, graph the expected return against standard deviation of returns for the following portfolio settings: wX = -2, wX = -1.5, wX =-1, wX = -.75, wX = -.5, wX = -.25 wX =0, wX =.25, wX =.5, wX = .75, wX = 1, wX =1.5, wX =2 Ideally use a graphing program or a spreadsheet like Excel to make this graph. If this is not possible, then use graph paper and upload a scan or a photo of the graph. b) Suppose the risk-free rate is 4% and you are restricted to setting wX to one of the settings listed in part (a). Which setting for wX do you choose and why?