An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 18% and a standard deviation of return of 31%. Stock B has an expected return of 13% and a standard deviation of return of 16%. The correlation coefficient between the returns of A and B is 0.5. The risk-free rate of return is 6%. The proportion of the optimal risky portfolio that should be invested in stock B is approximately Multiple Choice 26% 44% 56% 74%