2. An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 15% and a standard deviation of return of 20%. Stock B has an expected return of 25% and a standard deviation of return of 30%. The correlation coefficient between the returns of A and B is 0.01. The risk-free rate of return is 3%. The expected return on the optimal risky portfolio is approximately (Hint: Find weights first by using the weights of the optimal risky portfolio equation) 13. Using the calculated optimal weights and information from Question 12, what is the standard deviation of returns on the optimal risky portfolio? 4. Using the risk and return profile calculated in Q12 and Q13, what is the percentage weight that you need to invest in the optimal risky portfolio if you want your complete portfolio to achieve a 10% return