An investor can design a risky portfolio based on two stocks, A and B Stock A Stock B Risk-free Expected return .27 11 .03 Standard deviation 45 .20 Correlation coefficient 0.4 A. The weight of Stock A in the optimal risky portfolio is: Select ] (Hint: WA Era)-r17-Ero)- ATBPAB ETA)-ry 103+ [E(re)-ry lo- E(TA)+E(ra)2r1ACHPAD B. The expected return on the optimal risky portfolio is approximately: [ Select)