4. An investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A is 20%, while the standard deviation on stock B is 15%. The correlation coefficient between the returns on A and B is 0%. The standard deviation of return on the minimum-variance portfolio is A. 0% B. 6% C. 12% D. 17% 6. An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 21% and a standard deviation of return of 39%. Stock B has an expected return of 14% and a standard deviation of return of 20%. The correlation coefficient between the returns of A and B is . 4 . The risk-free rate of return is 5%. The expected return on the optimal risky portfolio is approximately (Hint: Find weights first.) 14% 16% 18% 19%