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8 words Question 33 11 pts An investor can design a risky portfolio based on two stocks, J and K. Stock J has an expected return of 21%% and a standard deviation of return of 39%. Stock K has an expected return of 14%% and a standard deviation of return of 20%. The correlation coefficient between the returns of J and K is Q.4. The risk-free rate of return is 5%%. a. The proportion (weight) of the minimum variance portfolio that should be invested in stock K is approximately b. The expected return on the minimum variance portfolio is c. The standard deviation of the returns on the minimum variance portfolio is Hint: If you have a hard time with Part A, make up weights for Stocks J and K to insert into your equations for parts B and C of the problem so that may get full credit for those parts of the problem. B I X V V T 12pt Paragraph