Consider Table 1, which presents expected returns, standard deviations, and correlations for two stocks, stock 1, and stock 2, and for the riskless asset. Stock 1 Stock 2 Riskless asset Correlation (Stock 1, Stock 2) Table 1 Expected Return 4% 6% 1% 0.70 Standard Deviation 9% 12% 0% Form a portfolio comprising stock 1, stock 2, and the riskless asset. The weight of stock 1 in the tangency portfolio is closest to? a. 23%. b. 77%. c. 100%. d. 12%.