a) Consider the following expected returns, volatilities, and correlations: Standard Deviation 6% Expected Return 14% 44% Correlation with Duke Energy 1.0 -1.0 Correlation with Microsoft -1.0 Stock Duke Energy Microsoft Wal-Mart Correlation with Wal-Mart 0.0 24% 14% 1.0 0.7 0.7 1.0 0.0 23% i) Consider a portfolio consisting of only Duke Energy and Microsoft. What is the percentage of your investment (portfolio weight) that you would place in Duke Energy stock to achieve a risk-free investment? (4 marks) What is the expected return of a portfolio that is equally invested in Duke Energy i)