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Consider the following four risky assets: An investor put half her money in Firm 1 and half in Firm 2, resulting in a portfolio with a standard deviation of 15.11%. She wants a portfolio with the same expected return but the lowest risk possible. What weight should she assign to Firm 1 to achieve a portfolio with the same expected return and the lowest standard deviation possible? Note the following: g=\begin{tabular}{|r|} \hline 1.75362 \\ \hline 0.06611 \\ \hline0.04089 \\ \hline0.77884 \\ \hline \end{tabular}