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 0.4, and the risk- free rate of return is 5%. 1) What is the weight of A in the optimal risky portfolio? 2) What is the weight of B in the optimal risky portfolio? 3) What is the expected return on the optimal risky portfolio