Suppose that an investor can choose between only two funds in her portfolio: Fund X and Fund Y. The funds have clearly defined expected returns and standard deviations. The correlation coefficient is also available. She allocates using a minimum variance approach. What would happen to her allocation if the volatility lee std. dev.) of Fund X suddenly increased by 3% but the expected return increased by 3%? O a The mpact on her allocation is ambiguous gjven die minimum variance approach, O b. She would not change Iver allocations O She would allocate inore to Pund X and less to fund Y d. She would allocate less to Fund X and more to Fund Y