Your portfolio manager is interested in two funds, a fixed-income fund and a derivatives fund. She wants you to decide the best weights on each fund in order to maximize your risk-adjusted return. The derivatives fund's expected return is 21% with a standard deviation of 39%. The fixed-income fund has an expected return of 5% with a standard deviation of 13%. The risk-free rate is 0.25%. The correlation coefficient is 0.12. What weights should you tell her? Multiple Choice Fixed Income weight: 38.23% Derivatives weight: 61.77% O Fixed Income weight: 64.95% Derivatives weight: 35.05% O Fixed Income weight: 74.17% Derivatives weight: 25.83% O Fixed-Income weight: 42.78% Derivatives weight: 57.22% Fixed Income weight: 82.99% Derivatives weight: 17.01%