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?

Group of answer choices

22% (A), 78%(B)

17%(A), 83%(B)

83%(A), 17%(B)

78%(A), 22%(B)