A risky portfolio P is composed of two stocks, A and B. Asset Expected return Sigma 35% A 18% B 7% 15% correlation coefficient = 0.1. What are the weights of stock A in the optimal risky portfolio (the tangency portfolio) that consists of stock A and stock B? Assume the risk free rate is 3%. Stock A: 50% Stock A: 81.27% Stock A: 70.33% Stock A: 43.49%