An investor can design a rhky portfolio based on two stocks, A and B The standard deviation of return on stock As 24% whee the standard deviation on stock il s 14% The corelation coefficient between the returns on A and B is 0.35. The expected return on stock As 25%, while on stock 8 17% The proportion of the minmurs viance portfolio that would be invested in stock is approumately Mule Choc O 45546 GTOON 85.31% 92.34% An investor can design ansky portfolio based on two stocks, A and . The standard deviation of retum on stock An 24%, while the standard deviation on stock 8 is 1% The correlation coefficient between the returns on A and Bis 0.35. The expected return on stock A is 25%, while on stock Bit is 1% The proportion of the minimum-variance portfolio that would be invested in stock B is approximately Multiple Choice 45.54% 6700% 92.34%