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 Bhas an expected return of 14% and a standard deviation of return of 20%. The correlation coefficient between the returns of A and B is 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 O 149 O 184 19