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 0.07 (7%) and standard deviation 0.06, and suppose that Rb is random with mean 0.04 (4%) and standard deviation 0.04. The correlation between Rs and Rb is 0.22. 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. Suppose that w = 0.45. 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 = 0.67. Compute the mean and standard deviation of R. The mean is I. (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 large as possible? w=maximizes u. (Round your response to two decimal places.) What is the standard deviation of R for this value of w? o 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.)