Two investments X and Y. X has an expected return of 10% and a standard deviation of 20%. Y has an expected return of 14% and a standard deviation of 25%. if the correlation between X and Y is zero, then the risk minimizing portfolio that is composed of these two investments, will have a weight of in investment X O a. 44% O b. 61% c. 56% O d. 39% n3 If you have a degree of risk aversion of 4, the risk-free rate of returns is 4% and the expected return on your portfolio is 13%, what is the standard deviation of your portfolio? out of O a. 15.00% O b. 2.25% O c. 4.25% O d. 20.61%