Consider the following four risky assets: An investor put half her money in Firm 2 and half in Firm 3, resulting in a portfolio with a standart deviation of 17.72%. She wants a portfolio with the same expected return but the lowest risk possible. What weight should she assign to Firm 1 to achieve a portfolio with the same expected return and the lowest variance possible? Note the following: 68.329 21.48% 8.109 61.639