If an investor does not diversify his portfolio and instead puts all of his money in one stock, the appropriate measure of security risk for that investor is the stock's standard deviations covariance with the market index variance of the market stock's beta 012.JPS Use the table below to answer the questions Stocks Bonds risk-free return 18.00% 8.00% 4% var 400 1090 std. dev 20.00% 10.44%0 corr 0.4 What are the weights for stocks and bonds in the optimal risky portfolio are respectively: and 82.73%, 17.27% 63.18%, 36.82% 73.46%, 26.54% 74.68%, 25.32% UT 2.5 pts Use the table below to answer the questions Stocks Bonds risk-free return 18.00% 8.00% 4% var 400 1090 std. dev 20.00% 10.44%0 corr 0.4 The weights for the stock and bonds in the minimum variance portfolio are respectively: and 73.94%, 26.06% 7.45%, 92.55% 10.55%, 89.45% 24.65%, 75.35%