Problem 2 (Investment Strategy). You have 100 dollars to invest in stocks between 2 companies: the Safety Company and the Danger Company. In terms of the percentage rate of return, each company can be modeled as a normal random variable: SN (4,1) and DN (4,4) (i.e. expected values 4 and respective variances 1 and 4). Since these two companies have the same expected rate of return, you would like to spread out your money in order to minimize the variance. a) Suppose S and D are independent. How much money should you put in each company? b) What will the resulting expected value and standard deviation be, in dol- lars? Problem 2 (Investment Strategy). You have 100 dollars to invest in stocks between 2 companies: the Safety Company and the Danger Company. In terms of the percentage rate of return, each company can be modeled as a normal random variable: SN (4,1) and DN (4,4) (i.e. expected values 4 and respective variances 1 and 4). Since these two companies have the same expected rate of return, you would like to spread out your money in order to minimize the variance. a) Suppose S and D are independent. How much money should you put in each company? b) What will the resulting expected value and standard deviation be, in dol- lars