An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 14% and a standard deviation of return of 38%. Stock B has an expected return of 12% and a standard deviation of return of 23%. The correlation coefficient between the returns of A and B is .5. The risk-free rate of return is 5%. The proportion of the optimal risky portfolio that should be invested in stock Bis approximately Multiple Choice 22% 39% 61% 78%