Based on the Summary Statistics and Opportunity Set Table for XLU and XLB, what are the investment proportions into each one of the funds for the Optimal Risky Portfolio? XLB 2. 11% Average Variance St. Dev. Covariance Correlation Summary Statistics XLU 0.94% 0.001883 4.34% -0.000148 -0.099433 0.001182 3.44% Portfolio Opportunity Set Sharpe Ratio W(XLU) W(XLB) R(P) Var (P) St.Dev.(P) 0.19796 1 0 0.94% 0.001883 4.34% 0.25115 0.9 0.1 1.06% 0.001510 3.89% 0.31490 0.8 0.2 1.17% 0.001205 3.47% 0.38920 0.7 0.3 1.29% 0.000967 3.11% 0.47044 0.6 0.4 1.41% 0.000796 2.82% 0.54893 0.5 0.5 1.52% 0.000692 2.63% 0.60968 0.4 0.6 1.64% 0.000656 2.56% 0.64051 0.3 0.7 1.76% 0.000686 2.62% 0.64094 0.2 0.8 1.88% 0.000784 2.80% 0.62049 1.99% 00950 3.08% 0.59017 0 1 2.11% 0.001182 3.44% Rf = 0.08% O 0.20 and 0.80 0.40 and 0.60 O 0.50 and 0.50 0.70 and 0.30