An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 21% and a standard deviation of return of 18.0%. Stock Bhas an expected return of 17% and a standard deviation of return of 5%. The correlation coefficient betweeb 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 Als (8 0142:46 Multiple Choice o e o An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 21% and a standard deviation of return of 18.0%. Stock Bhas an expected return of 17% and a standard deviation of return of 5%. The correlation coefficient betweeb 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 Als (8 0142:46 Multiple Choice o e o