Pit B bave & E An investor can design a risky portfolio based on two stocks. A and B. Stock A has an expected return of 21% and a standard deviation of return of 180. Stock Bhas an expected return of 17% and a standard deviation of return of 5%. The correlation coefficient between the returns of A and B is 050. The risk teetate of return is 12%. The proportion of the optimal risky portfolio that should be invested in stock Als Multiple Choice 09 50% O