Assume two risky securities: equity (S) and bonds (B). For equity, the expected return is 20% and the standard deviation is 25%. For bonds the expected return is 10% and the standard deviation 15% The correlation between the securities is 0.3. Assume risk-free rate of 4%. The weights for the optimal risky portfolio are: a. ws=0.6 and wb=0.4 b. ws=0.2 and wb=0.6 Ec. ws=0.8 and wb=0.2 d. ws=0.3 and wb=0.7