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 9% and standard deviation of 15%. Stock 2 has an expected return of 15% and standard deviation of 25%. 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% ? a) Borrow 20% at the market return and invest 120% in the risk free rate. b) Borrow 40% at the risk free rate and invest 140% in the market portfolio. c) Borrow 20% at the risk free rate and invest 120% in the market portfolio. d) Borrow 40% at the market return and invest 140% in the risk free rate. e) Invest 50% at the risk free rate and invest 50% in the market portfolio