an investor can design a risky portfolio based on two stocks. A and B. Stock A has an expected return of 10% and a standard deviation of return of 34%. Stock B has an expected return of 9% and a standard deviation of return of 25%. the correlation coefficient between the returns A and B is 0.1. the risk free rate of return is 5%. what is the optimal risky portfolio that should be invested in stock A is 60% ? what is the expected rate of return on the optimal risky portfolio?. given A= 5,determine the allocation of funds between risk-free assest and optimal risky porfolio to form the final complete portfolio? determine the final percentage in risk -free asset, stock A and stock B?