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A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 29%, while stock B has a standard deviation of return of 20%. Stock A comprises 60% of the portfolio, while stock B comprises 40% of the portfolio. If the variance of return on the portfolio is 0.051, the correlation coefficient between the returns on A and B is Multiple Choice O 0.103 0.309 0.515 0.206 An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 19% and a standard deviation of return of 36%. Stock B has an expected return of 14% and a standard deviation of return of 21%. The correlation coefficient between the returns of A and B is .5. The risk-free rate of return is 7%. The proportion of the optimal risky portfolio that should be invested in stock B is approximately Multiple Choice 63% 50% 37% 50%