Jack plans to invest 100 million dollars in a portfolio consisting two stocks: Facebook and GE. He estimated that the standard deviation of Facebook is 16.2% and the standard deviation of GE IS 10%. The portfolio risk( standard deviation) will be maximized at ____ if Jack will invest in GE ___ million. The portfolio risk will be minimized if the correlation coefficient between GE and Facebook is ___. If he observed that Facebook and GW stocks are perfect negatively correlated. How much Jack needs to invest in Facebook so that he could make this portfolio risk free? $_____ million