Required information An investor has $100 to invest, and two investments between which to divide it. If she invests the entire amount in the first investment, her return will be X, while if she invests the entire amount in the second investment, her return will be Y. Both X and Y have mean $6 and standard deviation (risk) $3. The correlation between X and Y is 0.3. Find the value of K that minimizes the risk in part (c)