Question 11 2 points Save Answer An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 1996 and a standard deviation of return of 36% Stock B has an expected return of 14% and a standard deviation of return of 2196. The correlation coefficient between the returns of A and B is.5. The risk-free rate of return is 7%. The proportion of the optimal risky portfolio that should be invested in stock B is approximately 6396 5096 3796 5096