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 24%. Stock B has an expected return of 9% and a standard deviation of return of 9%. The correlation coefficient between the returns of A and B is 0.5 . The risk-free rate of return is 5%. The proportion of the optimal risky portfolio that should be invested in stock B is approximately 42% 82% 58% 18%