Suppose you have some money to invest-for simplicity, $1 - and you are planning to put a traction winto a stock market mutual furnd and the rest, 1 - w, into a bond musual fund. Suppose that $1 invested in a stock fund yields Rs after 1 year and that $1 invested in a bond tund yields Rb, suppose that Rs is random with mean 0.08 (B\%) and standard deviation 0.07, and suppose that Rb is random with mean 0.05 (5\%) and standard deviation 0.04. The correlation between Rs and Rb is 0.27. It you place a fraction w of your money in the stock fund and the rest, 1 - w, in the bond fund, then the return on your investment is R=wRs+(1wRb. Suppose that w=0.53. Compute the mean and standard deviation of R The mean is (Round your response to three decimal places.) The standard deviation is. (Round your response to three decimal places.) Suppose that w=0.8. Compule the mean and standard deviation of R. The mean is (Round your response to three decimal places.) The standard deviation is (Round your response to three decimal places.) What value of w makes the mean of R as targe as possible? w=1 maximiaes 1 (Round your respanse to two decimal places.) What is the standard deviation of R for this value of w ? = for this value of w. (Round your response to two decimal places.) What is the value of w that minimizes the standard deviation of R ? w= minimizes the standard deviation of R. (Round your response to two decimal places)