Less than half of the time remain maining Time: 44 minutes, 42 seconds. Jestin Completion Status: Save Answer estion 3 2.5 points Warby wishes to construct a risky portfolio based on two stocks, G and N Stock G has an expected return of 21% and a standard deviation of return of 39% Stock N has an expected retum of 14% and a standard deviation of return of 20%. The correlation coefficient between the returns of G and Nis.4. The risk-free rate of return is 5%. The expected return on the optimal risky portfolio is approximately 1896 1496 1696 1996 @ Moving to another question will save this response. Question 39 of 40 Close Window 18 cab 6:46 PM 2 n 15C A Thursday