13. An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 18%5 and a standard deviation of return of 20%. Stock B has an expected return of 14% and a standard deviation of return of 5%. The conrelation coefficient benween the returns of A and B is 0.50. The riak-free rate of return is 10%. The proportion of the optimal risky portfolio that should be invested in stock A us