Consider the data for stock A and Stock B below. A portfolio composed of 90% of Stock A and 10% Stock B stock has expected return of 19.1% and standard deviation of 20.78%. Find another portfolio with the same standard deviation and a higher return. (You can do this by trial and error, but you can also use Solver using EXCEL)

1 2 Expected return 3 Variance 4 Sigma 5 Covariance of returns B Stock A Stock B 14.25% 62.72% 6.38% 14.43% 25.25% 37.99% -5.52%