Dr.Z's investment portfolio is 60% invested in Stock 1 and the rest is invested in Stock 2. Stock 1 has an expected return of 11% and standard deviation of 17%. Stock 2 has an expected return of 17% and standard deviation of 27%. The covariance between the two stocks' returns is 0.77%. Assuming that Stock 1 becomes the risk free security and that Stock 2 becomes the proxy for the market portfolio, what weights in Stock 1 and Stock 2 should Dr.Z select to achieve a portfolio standard deviation of 30%?

Question 9 options:

a)	Borrow 11.11% at the market return and invest 111.11% in the risk free rate.
b)	Invest 50.00% at the risk free rate and invest 50.00% in the market portfolio.
c)	Borrow 22.22% at the market return and invest 122.22% in the risk free rate.
d)	Borrow 11.11% at the risk free rate and invest 111.11% in the market portfolio.
e)	Borrow 22.22% at the risk free rate and invest 122.22% in the market portfolio.