Create different portfolios with weights $($weightS&P$,$ weightBond$)$ where weightBond $=1-$ weightS&P$.$ Let weightS&P equal $0\%,10\%,20\%,...,100\%.$ Calculate the average return and the standard deviation for each of the eleven portfolios. Which of the following portfolio has the lowest risk $($as measured by the standard deviation$)?$a$.)$The portfolio with $0\%$ weight in the S&P$500.$b$.)$The portfolio with $20\%$ weight in the S&P$500.$c$.)$The portfolio with $40\%$ weight in the S&P$500.$ d$.)$The portfolio with $60\%$ weight in the S&P$500.$