2 points Save A An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 20% and a standard deviation of return of 15%. Stock Bhas an expected return of 15% and a standard deviation of return of 7%. The correlation coefficient between the returns of A and B is.50. The risk free rate of return is 10%. The expected return on the optimal risky portfolio is (round your weights to two decimal places) 18.00% 16.35% 15.9496 17.81%