An investor wants to form a risky portfolio based on two stocks, A and B. Stock A has an expected return of 15% and a standard deviation of return of 18%. Stock B has an expected return of 12% and a standard deviation of return of 18%. The correlation coefficient between the returns of A and B is -0.30. The risk-free rate of return is 8%. The proportion of the optimal risky portfolio that should be invested in stock A is 63.2% A. B. 46.8% C. 57.3% 40.3% D