An investor can design a risky portfolio based on two stocks, S and B. Stock S has an expected return of 18% and a standard deviation of return of 20%. Stock Bhas an expected return of 14% and a standard deviation of return of 5%. The correlation coefficient between the returns of S and B is 0.50. The risk-free rate of return is 10%. The standard deviation of return on the optimal risky portfolio is W (ECC)-ro? -(E(r.) - r;)P20,00 (ECT)->) +(E(c)-r,)-[E-r+EC) - r.,0 7% 0% 20% 5%