Question 10 1.25 pts Sophie is highly afraid of risk. She considers whether to invest in the following two stocks: stock A has expected return of 4% and standard deviation of 40%, stock B has expected return of 12% and standard deviation of 30%. The correlation coefficient between the two stocks is (-1). Sophie's friend advises her to invest 52% in stock A and 48% in stock B. Do you agree or disagree with the advice? O Disagree because these are not the optimal weights for Sophie. She should invest 49% in stock A. Disagree because these are not the optimal weights for Sophie. She should invest 57% in stock A O Disagree because these are not the optimal weights for Sophie. She should invest 43% in stock A. Agree because these are the optimal weights for Sophie Question 11 1 pt Vicky requires an expected return of 10% on her portfolio. The portfolio consists of two stocks. Th expected return of stock A is 13% with SD of 15%. The expected return of stock B is 8% with SD 12%. Calculate the weights of stock A and stock B in Vicky's portfolio. OW-30% Wb-70% O WaH60%, WbH40% Wa 40%, Wb-60% O Wa 50%, Wb-50%