An investment consultant is considering three investment funds. The first is a stock fund managed by George Soros, the second is a stock fund managed by Warren Buffett, and the third is a T-bill money market fund run by Vanguard that yields a rate of 3%. The probability distribution of the risky funds is as follows: Expected return Standard Deviation Soros 0.20 0.30 Buffett 0.13 0.15 The correlation between the fund returns is 0.48. In the minimum variance portfolio of the two risky funds, what proportion is invested in Buffet's fund? Select one: O a. 0.3117 O b. 1.0870 O c. 1.0411 O d. 0.2597 O e. 0.9870