Expected Standard Returns Deviation Correlations Firm 1 Firm 2 Fims 3 em 4 Firm 1 7.00% 15.00% Firm 1 Firm 2 9.00% 22.00% Firm 2 1 031 0.31 1 0.25 -0.01 0.25 005 -0.01 0.14 1 0.2 Firm 3 10.00% 28.00% Firm 3 Firm 4 16.00% 31.00% Firm 4 0.05 0.14 0.2 1 Risk-free Asset 6.00% 0.00% An investor put half her money in Firm 1 and half in Firm 2, resulting in a portfolio with a standard deviation of 15.11%. 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 standard deviation ossible? Note the following: 1.75362 -13.38079 1.47007 0.06611 h = 0.04089 1.68944) Asset