An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 19% and a standard deviation of return of 20.0% Stock B has an expected return of 15% and a standard deviation of return of 5%. The correlation coefficient between the returns of A and B is 0.50. The risk-free rate of return is 11%. The proportion of the optimal risky portfolio that should be invested in stock Ais Multiple Choice 0% 50% O 30% 0 61%