Jack plans to invest one million dollars in a portfolio consisting two stocks: Facebook and GE. He estimated that the standard deviation of Facebook is 27% and the standard deviation of GE is 10%. The portfolio risk will be maximized at______(58)_____ ( In percentage, two decimal places) if the correlation coefficient between GE and Facebook is _____(59)______. The portfolio risk will be minimized if the correlation coefficient between GE and Facebook is ______(60)______. If he observed that Facebook and GE stocks are perfect negatively correlated. How much Jack needs to invest in Facebook so that he could make this portfolio risk free? _____(61)____ (in million $, two decimal places).