investment mangment

MC Qu. 06 An investor can design a risky portfolio ... An investor can design a risky portfolio based on two stocks, A and B. and a standard deviation of return of 24%. Stock B has an expected return of 9% and a standard deviation of efficient between the returns of A and B is.5. The risk-free rate of return is 5%. The proportion of the optimal risky portfolio that should be invested in stock B is approximately Oooo