1 pts Question 16 Q16-20 are based on the following paragraph Ichoose the closest arwer) An Investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 18 and a standard deviation of return of 20% Stock Bhas an expected return of 14% and a standard deviation of return of 5%. The correlation coefficient between the returns of A and Bis 050. The risk-free rate of return is 10%. Assume short sale is allowed. The weight of security B in the minimum variance portfolio is D100N O 03 OD Question 17 1 pts The sandard deviation of return on the minimum-variance portfolio is You do not need to keep all the decimals here. Please just use your answer in the previous question to do this question. For example, if you choose 70% in the previous question then use 0.7 as the weight to calculate the standard deviation in this question and choose the closest answer below.) O as 0 1698 OMEN Question 18 1 pts The proportion of the optimal risky portfolio that should be invested in stock Als IOON O ON ON