An investor can invest in two stocks, General Electric and Best Buy General Electric has an expected return of 16% and a standard deviation of return of 21%. Best Buy has an expected return of 10% and a standard deviation of return of 16%. 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 85% 16% 84% Saved Home Help Sa PRIVCOWI LUNIVEL HITLU , VCHICIUILICLULUHU UCL uy. CCU LICUTTO I CAPELLE TELEVI UN standard deviation of return of 21%. Best Buy has an expected return of 10% and a standard deviation of return of 10 correlation between the returns of General Electric and Best Buy is.5. The risk-free rate of return is currently 5%. GR information, the proportion of the optimal risky portfolio that should be invested in Best Buy is approximately 3 Multiple Choice 00:13:27 85% 16% 84% 15%