w (MS) 0 0.1 Var (p) 0.0020 0.0016 Sharpe Ratio 0.0641 0.0909 0.1212 0.1520 0.1786 0.1967 0.2053 0,2063 0.2029 0.1974 0.1913 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 2-Stock Portfolio W (MSFT) E (Rp) 1 0.79% 0.9 0.86% 0.8 0.94% 0.7 1.02% 0.6 1.10% 0.5 1.18% 0.4 1.26% 0.3 1.34% 0.2 1.42% 0.1 1.50% 0 1.57% 0.0013 0.0012 0.0011 0.0012 0.0014 0.0016 0.0020 0.0025 0.0032 St. Dev. (p) 4.45% 4.01% 3.66% 3.44% 3.36% 3.46% 3.70% 4.00 4.52% 5.04% 5.62% Min. Variance Portfolio Max. Sharpe Ratio Port. Risk Free 1.10% 1.34% 0.50% 0.0011 0.0016 3.36% 4.00 0% 0.2063 10. Based on the table above, what are the investment weights for MS and Microsoft in the Optimal 2-stock Risky portfolio? a. 100/0 b. 70/30 c. 40/60 d. 07100