Hilda's Hybrid	Hilda's Hubby	Goverment Bond
Expected return	30%	16.25%	10%
Variance	28.58%	2.30%
Sigma	53.46%	15.17%
Covariance of returns	0.0343
Correlation of returns	0.4224	=0.0343/(53.46%/15.17%)

With reference to exercise 25 above, you are feeling lucky and decide to take on a riskier portfolio. In particular, in addition to your $5,000 gift, you are able to borrow another $1,000 at the risk-free rate of 10%. You decide to invest this total of $6,000 in a portfolio containing a mix of Hildas Hybrids and Hildas Hubby. a. In what proportion will you invest your %6,000 if your objective is to create the "best combination" of these risky assets? b. What will be the expected return and the expected risk for this more daring portfolio.