Consider portfolios with positions in AMZN (Amazon) and XOM (Exxon-Mobil). The (annual) total expected return and standard deviation of the return for the 2 stocks are as follows: AMZN XOM 10% 6% Expected (total) return Std. dev. of return 35% 30% The correlation between the returns is 0.20, and the (annual) risk-free (T-bill) rate is 2%. Find the weights (risk-free, AMZN, XOM) for a portfolio with the same expected (total) return as XOM (6%), using only a combination of the risk-free rate and the risky portfolio that itself is 60% AMZN, 40% XOM? What is the standard deviation of this portfolio?