A Wealth Manager (WM) in Singapore is trying to construct a portfolio using two different investment options for his/her clients. The first investment option is Mutual Fund A that has 3.7% expected return and standard deviation of 0.4%. The second investment option is Retirement Savings B that has 1.5% expected return and standard deviation of 0.1%. The correlation coefficient between the two investment options is -1. Which of the following statement(s) is CORRECT? i. It will be optimal for the wealth manager to invest in both the Mutual Fund A and the Retirement Savings B when he/she creates the portfolio. ii. Risk-free rate in the market should be 1.94%. iii. If the beta of the Mutual Fund A is positive, the beta of the Retirement Savings B should be negative. i and ii ii and