An investor can design a risky portfolio with two stocks, A and B. Stock A has an expected return of 19% and a standard deviation of 22.5%. Stock B has an expected return of 15% and a standard deviation of 16%. The correlation coefficient between the two stocks is (-0.5) and the risk-free T-bill rate is 7%.

So, What are the weights of stocks A and B in the optimal risky portfolio (P)? What is the standard deviation of the return on portfolio P?