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 standard 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: g=\begin{tabular}{|r|} \hline 1.75362 \\ \hline 0.06611 \\ \hline0.04089 \\ \hline0.77884 \\ \hline \end{tabular} h=\begin{tabular}{|r|} \hline13.38079 \\ \hline 1.47007 \\ \hline 1.68944 \\ \hline 10.22128 \\ \hline \end{tabular} 61.63% 48.24% 8.10% 68.32%