23. An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 18% 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 correlation coefficient between the returns of A and B is 0.50. If the investor requires a target return of 16%, the optimal portfolio allocation to stock A. A. 0% B. 50% C. 70% D. 20%