Suppose you have some money to investfor simplicity, $1and you are planning to put a fraction w into a stock market mutual fund and the rest, 1 w, into a bond mutual fund. Suppose that $1 invested in a stock fund yields Rs after 1 year and that $1 invested in a bond fund yields Rb, suppose that Rs is random with mean 0.09 (9%) and standard deviation 0.08, and suppose that Rp is random with mean 0.05 (5%) and standard deviation 0.04. The correlation between Rs and Ro is 0.27. If 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 + (1 - w)Rb. What value of w makes the mean of Ras large as possible? w = 1 maximizes u. (Round your response to two decimal places.) What is the standard deviation of R for this value of w? o = 0.08 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.)