You are managing a portfolio and decide to invest $400 million into a higher risk equity investment fund that has an expected return of 13% and a standard deviation of returns of 12%. You also invest $150 into a fixed income fund that has an expected return of 7% and a standard deviation of 4%. The two funds have a correlation coefficient of 0.10 (or 10%). What is the allocation to the funds that would achieve the minimum overall risk of return for the portfolio? O a Equity: none Fixed Incomo: $550 mil O b. Equity: $41 mil Fixed Income: $509 mil. c. Equity: $142 mil. Fixed Income: $408 mil. O d. Egunty: $276 mil Fixed Income: $274 mil