at 8. Jack plans to invest 100 million dollars in a portfolio consisting two stocks: Facebook and GE. He estimated that the standard deviation of Facebook is 14.5% and the standard deviation of GE is 10%. The portfolio risk (standard deviation) will be maximized (58) % if the correlation coefficient between GE and Facebook is (59) The portfolio risk will be minimized if the correlation coefficient between GE and Facebook is (60) 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? _(61) million