answers are

20%

5%

7%

0%

An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected retum of 18% and a standard deviation of return of 20% stock B hos an expected teturn of 14% and a standard devlaton of retum of 5% The correlation coefficient between the returns of A and B is 0.50 . The risk-free rate of retum is 10%. The standard deviation of return on the optimat insky portolio is