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 18.0%. Stock B has an expected return of 14% and a standard deviation of return of 3%. The correlation coefficient between the returns of A and B is 0.50. The risk-free rate of return is 12%. The proportion of the optimal risky portfolio that should be invested in stock A is Multiple Choice O 0% 50% 32% 62%