For this question, use the following data table: AT&T Microsoft Expected Return 0.10 0.21 Standard Deviation 0.15 0.25 a. What is the minimum-risk (standard deviation) portfolio allocation of AT&T and Microsoft if the correlation between the two stocks is 0? 0.5? 1? -1? What is the standard deviation of each of these minimum-risk portfolios? b. What is the optimal combination of these two securities in a portfolio for each of the four given values of the correlation coefficient, assuming the existence of a money market fund that currently pays a risk-free 0.045?