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. The risk-free rate of return is 5%. The expected return on the optimal risky portfolio is approximately (Hint: Find weights first.) Multiple Choice 14% 16% 18% 19% O