Consider a scenario with two imperfectly correlated risky stocks (Stock A and Stock B) and a risk-free asset. An investor who maximizes the available Sharpe ratio in this setting holds a portfolio that allocates 30% to the risk- free asset, 40% to Stock A, and 30% to Stock B. Which portfolio among the following is closest to the composition of the tangency portfolio? 140% Stock A and -40% Stock B 57% Stock A and 43% Stock B 40% Stock A and 30% Stock B 55% Stock A and 45% Stock B