Consider a portfolio of two risky assets: A and B. Assume that the expected return of A is 18% and its standard deviation is 10%. Assume that the expected return of B is 12% and its standard deviation is 5%. These stocks have a correlation of 10%. If you want to achieve the minimum variance portfolio (MVP), what percentage of your wealth should be invested in stock A and B, respectively? 22%(A),78%(B) 17%(A),83%(B) 83%(A),17%(B) 78%(A),22%(B)