52) An investor can design a risky portfolio based on two stocks, AMZN and MSFT. Stock AMZN has an expected return of 18% and a standard deviation of return of 20%. MSFT has an expected return of 14% and a standard deviation of return of 5%. The correlation coefficient between the returns of AMZN and MSFT is 0.50. The risk-free rate of return is 10%. The variance of return on the optimal risky portfolio is