An investor can invest in two stocks, General Electric and Best Buy, General Electric has an expected return of 12% and a standard deviation of return of 28%. Best Buy has an expected return of 9% and a standard deviation of return of 13%. The correlation between the returns of General Electric and Best Buy is.5. The risk-free rate of return is currently 5%. Given this information, the proportion of the optimal risky portfolio that should be invested in Best Buy is approximately Multiple Choice 59% 80% 20% XOC