Question 11 Not yet answered A biotech company CRISPR has an expected return of 22.5% and a standard deviation of 35%. A chain of pharmacy stores Health 100 has an expected return of 7.15% and a standard deviation of 15.5%. The returns of the two companies have a low correlation of 0.15. You want to build a portfolio consisting of the two companies (or of a single company) with the minimum possible volatility. How much of CRISPR do you need to have for such a portfolio? Assume you cannot take short positions. (2.5 points) Marked out of 250 Flag question O a 87 80% of the portfolio value ob 12.20% of the portfolio value 0 0 0.00% of the portfolio value Od 100.00 of the portfolio value