Your cousin comes to you asking for investment advise. He wants to minimize his risk as much as possible. He is undecided on the weights to place between two stock funds. Stock Fund A has an expected return of 11% and standard deviation of 22%. Stock Fund Z has an expected return of 8% with a standard deviation of 17%. The risk-free rate is 0.75%. The correlation coefficient is 0.73. You show him the portfolio opportunity set (i.e. the graph that has expected return on the y-axis and standard deviation on the x-axis.) of the two funds. On the curved line, he points to the spot on the line that is closet to the y-axis (Hint: NOT the risk-free rate) and says he wants his portfolio's standard deviation to equal that spot. What weights should he place on each fund? Multiple Choice Fund A weight: 94.33% Fund Zweight: 5.67% Fund A weight: 13.60% Fund Zweight: 86.40% Fund A weight: 83.81% Fund Zweight: 16.19% Fund A weight: 7.04% Fund Zweight: 92.96% Fund A weight: 39.47% Fund Zweight: 60.53%