An investor can design a risky portfolio based on two stocks, X and Y. Stock X has an expected return of 13% and a standard deviation of return of 15%. Stock Y has an expected return of 16% and a standard deviation of return of 19%. The correlation coefficient between the returns of X and Y is 0.15. The risk-free rate of return is 3%. How much does the investor need to invest in each stock to create the optimal portfolio? Wx=40% and Wy=60% Wx=45% and Wy=55% Wx=50% and Wy=50% Wx=55% and Wy=45% Wx=60% and Wy=40%