Based on the following tables and graph, how should the investor split their funds between Rf security and ORP portfolio to achieve their final combination return of 2.0%? Note that Rf = 0.2% A. 0.84 into ORP and 0.16 into Rf B. 0.56 into ORP and 0.44 into Rf C. 0.37 into ORP and 0.63 into Rf D. 0.72 into ORP and 0.28 into RfNFLX AAPL Sharpe Ratio W ( NFLX ) W ( AAPL ) R (P) Var (P) St. Dev. (P) Average 4.36% 2.02% 0.3443 1 0 4.36% 0.01458 12.08% Variance 0.01458 0.00610 0.3516 0.9 0.1 4.12% 0.01245 11.16% St. Dev. 12.08% 7.81% 0.3584 0.8 0.2 3.89% 0.01060 10.29% Covariance 0.0031922 0.3635 0.7 0.3 3.66% 0.00903 9.51% Correlation 0.3385 0.3657 0.6 0.4 3.42% 0.00776 8.81% 0.3632 0.5 0.5 3.19% 0.00677 8.23% Rf = 0.200% 0.3537 0.4 0.6 2.95% 0.00606 7.79% 0.3354 0.3 0.7 2.72% 0.00564 7.51% 0.3080 0.2 0.8 2.49% 0.00551 7.42% 0.2727 0.1 0.9 2.25% 0.00566 7.52% 0.2327 0 1 2.02% 0.00610 7.81% ORP => 0.3657 0.6 0.4 3.42% 0.00776 8.81% Rf => 0.200% 0% Summary Statistics Opportunity Set Table