Consider the efficient frontier constructed from two risky stocks, stock A and stock B. Stock A has an expected return of 20% and a standard deviation of return of 25%. Stock B has an expected return of 12% and a standard deviation of return of 10%. The correlation coefficient between the returns of A and B is 0.3. The risk-free rate of return is 4%. What are the weights of stock A and stock B in the optimal risky portfolio, respectively? 20.83%; 79.17% 23.08%; 76.92% 19.9%; 80.1% 21.88%; 78.12%