PLEAE EHELP

Consider the following four riskv assote An investor put half her money in Firm 1 and half in Firm 4 , resulting in a pottoloo wrn a rumbers) deviation of 17.55%. She wants a portfolio with the same expected retum but the lowetiza possible. What weight should she assign to Firm 1 to achieve a portfolio with the sme copected return and the lowest standard deviation possible? Note the following g=1.753620.066110.040890.77884 Consider the following four riskv assote An investor put half her money in Firm 1 and half in Firm 4 , resulting in a pottoloo wrn a rumbers) deviation of 17.55%. She wants a portfolio with the same expected retum but the lowetiza possible. What weight should she assign to Firm 1 to achieve a portfolio with the sme copected return and the lowest standard deviation possible? Note the following g=1.753620.066110.040890.77884