An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 26% and a standard deviation of return of 36%. Stock B has an expected return of 18% and a standard deviation of return of 21%. The correlation coefficient between the returns of A and B is.5. The risk-free rate of return is 6%. The proportion of the optimal risky portfolio that should be invested in stock B is approximately 78.41% 48.75% 58.77% 65.10%