15 puntos This question deals with the optimal portfolio choice for an investor with mean-variance preferences in a world with two risky securities, A and B, and a risk free asset, F. Security A offers an expected return of 2% and has a standard deviation of return of 2%. Security B has expected return and standard deviation of 9% and 7%, respectively. The correlation coefficient between securities A and B is -0.5. The investor can also borrow and lend at a risk free rate of 1% per month. What is the optimal portfolio of risky assets for the investor in such a world? O XA = 35/48, X_B = 13/48 O XA = 41/48, X_B = 7/48 O X_A = 33/48, X_B = 15/48 O X_A = 31/48, X_B = 17/48 O X_A = 27/48, X_B = 21/48