There are three assets available to investors: 1) a stock fund with an expected return of 1 7. 5% and a return standard deviation of 22% 2) a bond fund with an expected return of 7% and a return standard deviation of 10%, and 3) a risk-free asset with a return of 5 The correlation between the stock fund's return and the bond fund's return is 0. Mary is a risk-averse investor. Answer the following questions %. a. If Mary invests 3% of her portfolio wealth in the stock fund and 97% in the bond fund (She invests nothing in the risk-free asset), what is the expected return and standard deviation of her portfolio? [1 pt) b. If Mary invests 100% of her portfolio wealth in the bond fund, what is the expected return and standard deviation of her portfolio? [1 pt] c. Which portfolio between a) and b) would Mary prefer? Explain your answer. [I pt)